Question: The return statistics for two stocks and T-bills are given below: A B C D Stock A Stock B T-bills Expected return 0.094 0.074 |0.02

The return statistics for two stocks and T-bills are given below: A B C D Stock A Stock B T-bills Expected return 0.094 0.074 |0.02 3 Variance 0.1296 0.0729 Standard deviation 0.36 0.27 5 Covariance 0.02916 Part 1 Attempt 1/10 for 10 pts. What is the Sharpe ratio of a portfolio with 90% invested in stock A and the rest in stock B? 3-+ decimals Submit

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