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In the CAPM world, if Sharpe ratio of the market portfolio is 1.25 and the correlation coefficient between stock i and the market portfolio is

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In the CAPM world, if Sharpe ratio of the market portfolio is 1.25 and the correlation coefficient between stock i and the market portfolio is 0.60, what is the stock is Sharpe ratio? (1) 0.25; (2) 0.45; (3) 0.50; (4) 0.75; (5) 0.80; (6) 1.00; (7) 1.25; 8 (8) 1.50; (9) 1.75; (10) 2.05

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