2. Stock A has an expected return of 13%. Stock B has an expected return of 17%. Standard deviations of stocks A and B are 40% and 45%, respectively and the correlation coefficient between these stocks is 0.5. The yield on a 30-year US government bond is 4.2%. The Sharpe ratio of portfolio which consists of 50% A and 50% B is (a) 0.623 (b) 0.407 (c) 0.293 (d) 0.488