io offers a higher Sharpe ratio. Suppose this claim is true, and the risk-free interest rate is 53% Opt a Mutual F nd ha an expected return of 21.2% and a volatility of 20 9%. Optima clams that no other portfol a. What is Optina's Sharpe ratio? b. If eBay's stock has a volatility of 372% and an expected return of 12.6%, what must be its correlation with the Optima Fund? Fund has a correlation of 78% with the Optima Fund, what is the Sharpe ratio of the SubOptinna Fund? a. What is Optma's Sharpe ratio? The Sharpe ratio is(Round to three decimal places) b.f eBay's stock has a volatility of 37.2% and an expected return of 12.6% what must be its correlation mth the Optima Fund The correlation is(Round to three decimal places.) c. If the SubOptima Fund has a correlation of 78% with the Optima Fund what is the Sharpe ratio of the SubOptima Fund The Sharpe Ratio is(Round to three decimal places.)