\begin{tabular}{|l|l|r|r|} \hline & \multicolumn{2}{|c|}{ A } & \multicolumn{1}{c|}{ B } \\ \hline 1 & \multicolumn{2}{|c|}{ Returns of Stocks X and Y} \\ \hline 2 & & \multicolumn{1}{c|}{X} & Y \\ \hline 3 & Average Return & 19.00% & 13.00% \\ \hline 4 & Variance & 0.09 & 0.04 \\ \hline 5 & Standard Deviation & 30% & 20% \\ \hline 6 & Covarience & 0.01 & \\ \hline 7 & & & \\ \hline 8 & Risk-free return & 3.00% & \\ \hline \end{tabular} 6a) What is the Sharpe ratio of the minimum variance portfolio? 6b) What is the Sharpe ratio of the tanget portfolio? \begin{tabular}{|l|l|r|r|} \hline & \multicolumn{2}{|c|}{ A } & \multicolumn{1}{c|}{ B } \\ \hline 1 & \multicolumn{2}{|c|}{ Returns of Stocks X and Y} \\ \hline 2 & & \multicolumn{1}{c|}{X} & Y \\ \hline 3 & Average Return & 19.00% & 13.00% \\ \hline 4 & Variance & 0.09 & 0.04 \\ \hline 5 & Standard Deviation & 30% & 20% \\ \hline 6 & Covarience & 0.01 & \\ \hline 7 & & & \\ \hline 8 & Risk-free return & 3.00% & \\ \hline \end{tabular} 6a) What is the Sharpe ratio of the minimum variance portfolio? 6b) What is the Sharpe ratio of the tanget portfolio