A portfolio consists two securities as listed in the following table, assuming that the correlation coefficient is 0.5. Use the given information to answer the following two questions. Securities Bond B Stock A Weight 50% 50% Expected Return 2% 4% Standard Deviation 5% 10% 37. What is the standard derivation of the portfolio return? A. 5.25% B. 5.59% C. 6.09% D. 6.61% E. None of the above. 38. What is the Sharpe ratio of the portfolio if the risk-free rate of return is 1%? A. 0.18 B. 0.24 C. 0.30 D. 0.36 E. None of the above