Based on the following information, and assuming the risk-free rate is 1.1%... Stock Weights St. Deviation Coeff. Correlation Expected Return KO 66% 3% 6 PEP (1 - weight of KO) 12% -0.71 20 WMT (1 - weight of KO) 4% 0.6 13 Currently, you are holding a portfolio comprised by KO and PEP shares (66% in KO). Your advisor suggests you should change to a portfolio comprised by KO and WMT instead (66% 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) *If you choose 0, Canvas may think you have not answered the question. Ignore this message. The quiz will be graded correctly when submitted