Consider two common stocks, A and B: For stock A: the MONTHLY expected return on A, E(TA), is 1%, and its standard deviation A is 1.5%; For stock B: the ANNUAL expected return on B, E(TB), is 14%, and its standard deviation of is 25% a. Please calculate the Sharpe ratio of A if QUARTERLY risk-free interest rate, rs, is 1.5%. b. Please calculate the Sharpe ratio of B if QUARTERLY risk-free interest rate, rs, is 1.5%. c. Assuming that the variance of return is homoscedastic, and QUARTERLY risk-free interest rate, rs, is 1.5%, which stock has a higher Sharpe ratio? Why