Given the following information on the performance of Wiseguys Mutual Fund and a benchmark index portfolio, calculate the contribution of asset allocation to the total excess return of Wiseguys fund over the benchmark portfolio. Wiseguys mutual fund Benchmark Actual weight Actual return Index weight Index Return Bond 10% 6% 50% 5% Stock 90% 16% 50% 15% 5% 4% 3% 13 D Question 20 1.1 pts A portfolio consists of the following two funds. Fund Expected return Standard deviation Market value in the portfolio 21% $15,000 B $35,000 The correlation coefficient p between A and B is 0.36. Risk free rate is 3%. What is the Sharpe ratio of the portfolio? 13% 7% 6% 0.75 0.42 0.55 0.66