Based on the following information, and assuming the risk-free rate is 1.1%... Stock KO St. Deviation Coeff. Correlation Expected Weights Return 74% 4% 7 (1 - weight of KO) 8% -0.31 16 (1 - weight of KO) 6% -0.65 17 PEP WMT Currently, you are holding a portfolio comprised by KO and PEP shares (74% in KO). Your advisor suggests you should change to a portfolio comprised by KO and WMT instead (74% in KO). In this way, you would achieve a higher Sharpe Ratio. Do you accept this recommendation? Type 0 as your solution if you accept (The new portfolio would result in a higher Sharpe Ratio) Type 0.1 as your solution if you do not accept (Your current portfolio has a higher Sharpe Ratio than the new one)