If risk-free rate of return is 2.87% and your risky assets have the following covariance matrix, what is the sharp ratio of an optimum portfolio of your two risk assets (Stock A and Stock B): Covariance Matrix Average return Stock A=0.1380 Average return Stock B =0.1020 (Note: Please use Excel Solver to solve this problem). 1.34 1.15 1.32 1.00 1.41