30% chance of losing 8%

40% chance of earning 12% rate of return

39% chance of earning 15% return

if you create a portfolio of the above investment having a proportion Of 75% and 25% investment in T bill that pays 2.5% annual return, what would be the Sharpe ratio of this investment? A 0.34 B 0.56 C 0.48 D 0.75 3