Question: The Expected return of security A is 9% and a standard deviation of 14% The expected return of security B is 8% with a standard

The Expected return of security A is 9% and a standard deviation of 14%

The expected return of security B is 8% with a standard deviation of 19% security

A and B correlation of 0.8 the market return is 14% with a standard deviation of 14%

And the risk-free rate is 3%

What is the Sharpe ratio of a portfolio if 48% of the portfolio is insecurity A and the remainder is security B?

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