If an asset class has a 0 25 correlation with the market portfolio, and the market portfolio has a Sharpe ratio of 0 2, what would you expect as the Sharpe ratio of the asset class ...

If an asset class has a 0.25 correlation with the market portfolio, and the market portfolio has

Question:

If an asset class has a 0.25 correlation with the market and the market has a Sharpe ratio of 0.2, what would you expect as the Sharpe ratio of the asset class?
Portfolio
A portfolio is a grouping of financial assets such as stocks, bonds, commodities, currencies and cash equivalents, as well as their fund counterparts, including mutual, exchange-traded and closed funds. A portfolio can also consist of non-publicly...