Ch 6 Optimal risky Q2 Suppose the optimal risky portfolio created by a stock fund and a bond fund has a Sharpe ratio of 0.405. The two funds have a correlation coefficient of 0.75 and the risk-free rate is 2%. If you want to create a complete portfolio with an estimated standard deviation of 33%, what is your expected return for the complete portfolio? Multiple Choice 15.947% 15.722% 14.082% 15.365%