11. The risk of Asset A = 15%. The risk of Asset B = 6%. The correlation between A&B = .25. What is the co-variance between A&B? 12. Stocks A, B & C have the same expected return and standard deviation. The correlations between the returns of these stocks are shown in the table below. Stock A Stock B Stock C Stock A +1.0 Stock B +0.17 +1.0 Stock C +0.86 +0.42 +1.0 Assume you have the following portfolios: Equal amounts of A&B Equal amounts of A&C Equal amounts of B&C Given the information above, which of the three portfolios has the highest Sharpe Ratio? Which has the lowest Sharpe Ratio