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Given the information in the following table, calculate the Sharpe ratio of optimal portolio using the index model. Is it better than the sharpe ratio

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Given the information in the following table, calculate the Sharpe ratio of optimal portolio using the index model. Is it better than the sharpe ratio of the index portfolio? Asset Stock A Stock B Stock C T-bills Index (market) Market std deviation Expected return (%) | Beta | Residual std dev 0.22 0.14 0.115 0 0.18 1.9 0.11 1.1 0.09 0.7 0.03 0.1 0.2

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