Assume that (i) the expected return on the stock market is 10% with a standard deviation of 16%, (ii) the expected return on Bitcoin is 4% with a standard deviation of 30%, and (iii) the risk-free rate is 2%. Further assume the correlation between returns on stocks and those on Bitcoin is zero. Which of the following is closest to the portfolio consisting of stocks and bonds that has the maximum possible Sharpe ratio? (a) 100% stocks; 0% Bitcoin (b) 0% stocks; 100% Bitcoin (c) 94% stocks; 6% Bitcoin (d) 64% stocks; 36% Bitcoin (e) 55% stocks; 45% Bitcoin