An asset (asset A) has a return of 20% in upside state with probability of 0.4 and -10% downside state with probability of 0.6. a. What is the expected return of this asset? b. What is the return variance and standard deviation? c. Define Sharpe ratio SR=R-Rf, where R is return of asset, Rf is risk-free rate, is volatility of asset return. If another asset B offers a 1.5% return with a standard deviation of 10%, given a risk-free rate of 1%, which asset (A or B) provides a higher Sharpe ratio