find the sharpe ratio of the following tech portfolio. use stock data from tidyquant package, use the contrafund.csv (https://www.dropbox.com/s/e681gjf56q71dct/contrafund.csv?dl=0) to get the data for the risk free rate.

stocks: facebook (fb), amazon (amzn), microsoft (msft), google (googl) weights: 30%, 20%, 10%, 40%

date range: 1st jan 2017- 31st december 2017

also, did this portfolio outperform the market in the same year? (hint: use the cumulative returns of the market and portfolio for this period)

A. 0.76, Yes

B. 0.91, Yes

C. 0.76, No

D. 0.91, No