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1. What is the Sharpe Ratio (S) of your risky portfolio? Assume that you manage a risky portfolio with an expected rate of return of

1. What is the Sharpe Ratio (S) of your risky portfolio?
Assume that you manage a risky portfolio with an expected rate of return of 14% and a standard deviation of 30%. The T-bill rate is 6%, what is the Sharpe ratio (s) of your risky portfolio? Select one: Oa. 0.2667 b. 0.5019 O c. 0.3704 d. 0.4425 O e.-0.6613

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