A B D E G . K Question 22 > Suppose the Nike and Starbucks stocks (and the risk-free rate) have the following statistics. 28% 0.25 Elrad E[rstarbucks 18% One 12% starbucks 4% Preke,stocks 21% 0 0.2 Nike 0.15 0 Expected return Starbucks 0.3 0.4 02 Standard deviation 1 0.1 2 3 0.os 14 . Risk-free 15 0 16 0 0,1 17 18 19 20 With 50% in 50% Nike and Starbucks, respectively, what is the portfolio's Sharpe ratio? 21 22 A 0.45 23 B 0.61 24 C 0.63 25 D 0.86 26 27 28 Hint: Assignment 1 Question 11 29 If N is Nike and Sis Starbucks, then 30 E[ro] wEryl + (1 - w)E[rs] 31 02. = wa + (1 - www