Question: We form a portfolio using Johnson & Johnson (NYSE:JNJ), Pfizer (NYSE:PFE), and the risk-free asset. The weights are 0.5, 0.4 , and 0.1 respectively. Expected

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We form a portfolio using Johnson \& Johnson (NYSE:JNJ), Pfizer (NYSE:PFE), and the risk-free asset. The weights are 0.5, 0.4 , and 0.1 respectively. Expected returns are 17\%, 25\%, and 1\% respectively. Given the following covariance matrix, what is the Sharpe ratio of the portfolio? (Hint: var(Rf)=0!)

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