You are given the expected return and volatility and correlation of stock and bond. bond stock Risk free rate Expected return 3% 8% 2% Standard deviation 7% 16% correlation between stock and bond 0.3 You have $100,000 to invest, and your risk aversion parameter A = 5. What is the Sharpe ratio of the tangency portfolio? A. 0.376 B. 0.386 C. 0.396 D. 0.406 Click to see additional instructions You are given the expected return and volatility and correlation of stock and bond. bond stock Risk free rate Expected return 3% 8% 2% Standard deviation 7% 16% correlation between stock and bond 0.3 You have $100,000 to invest, and your risk aversion parameter A = 5. How much do you invest in the stock? Answer: $ (round answer to nearest dollar) You are given the expected return and volatility and correlation of stock and bond. bond stock Risk free rate Expected return 3% 8% 2% Standard deviation 7% 16% correlation between stock and bond 0.3 You have $100,000 to invest, and your risk aversion parameter A = 5. What is the Sharpe ratio of the tangency portfolio? A. 0.376 B. 0.386 C. 0.396 D. 0.406 Click to see additional instructions You are given the expected return and volatility and correlation of stock and bond. bond stock Risk free rate Expected return 3% 8% 2% Standard deviation 7% 16% correlation between stock and bond 0.3 You have $100,000 to invest, and your risk aversion parameter A = 5. How much do you invest in the stock? Answer: $ (round answer to nearest dollar)