7. Compute the Sharpe ratio of the portfolio A. The risk-free rate (net return) is 2% for the same period. Assume the following table is the true probability distribution. Round your answers to the nearest hundredth. ex) 0.23 State of the world Probability Portfolio A Portfolio B good .30 bad .25 -10% -5% mediocre .45 7% 6% 18% 12% 1) 0.39 2) 0.49 3) 0.59 4) 0.69 5) 0.79