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Consider two stocks, A and B. A has an expected return of 1% and a volatility of 5%. B has an expected return of 2%

Consider two stocks, A and B. A has an expected return of 1% and a volatility of 5%. B has an expected return of 2% and a volatility of 10%. A and B have a correlation of 0.8. What's the Sharpe ratio of the tangency portfolio that combines A and B?

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