Based on the following information, and assuming the risk-free rate is 1.1%...

Stock	Weights	St. Deviation	Coeff. Correlation	Expected Return
KO	70%	3%		5
PEP	(1 - weight of KO)	10%	-0.74	9
WMT	(1 - weight of KO)	7%	0.36	8

Currently, you are holding a portfolio comprised by KO and PEP shares (70% in KO). Your advisor suggests you should change to a portfolio comprised by KO and WMT instead (70% 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 0.001 as your solution if you do not accept (Your current portfolio has a higher Sharpe Ratio than the new one)