Assume that following two securities constitute the market portfolio. The respective expected rate of returns, standard deviations of rate of returns, and proportions invested in each security are given below: Proportion Security A B Expected return 10% 15% Standard deviation 20% 28% 40% 60% Also given is the correlation coefficient between the rate of returns of two securities as 0.30.The risk-free rate is 5%. Calculate the Sharpe ratios of both A and B. Which of A or B is a more attractive investment, based on their Sharpe ratios