Question: The return statistics for two stocks and T-bills are given below: B C D 1 Stock A Stock B T-bills 0.053 0.072 0.03 2 Expected

The return statistics for two stocks and T-bills are given below: B C D 1 Stock A Stock B T-bills 0.053 0.072 0.03 2 Expected return 3 Standard deviation 0.24 0.35 4 Correlation 0.3 Part 1 " Attempt 1/10 for 10 pts. What is the Sharpe ratio of the optimal risky portfolio? B+ decimals

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