Question: Statistic Security 1 Security 2 Mean 20% 8% Std. dev. 36% 12% AB -0.23 The tangency portfolio weight for Security 1 is 25% and the

Statistic	Security 1	Security 2
Mean	20%	8%
Std. dev.	36%	12%
_AB	-0.23

The tangency portfolio weight for Security 1 is 25% and the weight for Security 2 is 75%. The minimum variance portfolio weights are 15% and 85%, respectively for Security 1 and Security 2. The T-bill return is 2%. Using the above statistics, what is the highest Sharpe ratio that an investor may obtain from these two assets? Enter your answer as a decimal expression rounded to 2 decimal places. For example, if you calculate 0.12345, enter .12.

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