A risky fund has an expected return of 9% and standard deviation of 15%.

The risk-free rate is 2.5%.

The expected return of the optimal complete portfolio is 17.0%.

The Sharpe ratio of the optimal complete portfolio is:

a.0.24

b. 0.33

c. 0.43

d. 0.37

e. Cant tell from information provided. Need the investor's risk aversion coefficient (A).