For the stocks A and B you observe the following variables based on monthly returns:

	A	B
E[r]E[r]	11.83%11.83%	6.87%6.87%
Volatility ()	15.78%15.78%	3.19%3.19%

The risk-free rate is 1%1%. Compute the Sharpe Ratio for both stocks and answer which of the two stocks provides superior performance in terms of their reward-risk relationship. (rounded to four decimal places)

Select one:

a. Stock AA with a Sharpe Ratio of 1.84011.8401.

b. Stock BB with a Sharpe Ratio of 2.15362.1536.

c. Stock BB with a Sharpe Ratio of 0.68630.6863.

d. Stock BB with a Sharpe Ratio of 1.84011.8401.

e. Stock AA with a Sharpe Ratio of 0.68630.6863.