An investor considers investing in one risky asset and one riskfree T-bill. The risky asset has an expected return of 12% per year, and a standard deviation of annual realized return of 15% per year. Investors can invest in T-bill earning 5% per year, but they can only borrow at a rate of 7% per year (i.e. short sell T-bill at 7% per year). If the investor's optimal portfolio has an expected return of 15% per year, what would be the annual Sharpe ratio of his/her portfolio? (Please choose the closest answer!) A. 0.8 B. 0.467 0.333 C. D. 0.625 E. None of the above answers are correct