Bertha invests equal amounts of money in two stocks whose rates of return over the last 4 equally weighted years are as per

A	B
0.10	0.10
-0.15	-0.10
0.25	0.20
0.20	0.12

Your answers should be correct to 3 places after the decimal point.

1. Find the Expected Value of the portfolio rate of return __________
2. Find the Covariance of the rates of return ____________
3. Find the Standard Deviation of the portfolio rate of return _______
4. Find the Sharpe Ratio____________