Question: urgent! please help B Risk free Expected Return 6% 23% 2% Standard Deviation o 11% 28% 0% Covariance, Cov(rare) -0.00462 Correlation Coefficient, PAB -15% E(rp)

urgent! please help urgent! please help B Risk free Expected Return 6% 23% 2% Standard

B Risk free Expected Return 6% 23% 2% Standard Deviation o 11% 28% 0% Covariance, Cov(rare) -0.00462 Correlation Coefficient, PAB -15% E(rp) = WAE(ra) + WE(re) o3 = wc + wio+2WAWBCov (TA,TB) risk premium Sharpe ratio standard deviation A. Suppose we invest 35% in A and 65% in B, what is the portfolio expected return? [Select] B. What is the portfolio variance? [Select] C. What is the Sharpe ratio of the portfolio? [Select]

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