Jane invests in the following portfolio of two stocks. Time left 0:59:57 rate is 3%. What is the Sharpe ratio of the portfolio? Stock X Stock Y Expected return (%) 10 15 Standard deviation (%) 20 Market value ($) 4,000 6,000 Correlation (Ry, Ry) 40 0.2 O a. 0.37 O b. 0.45 O c. 0.41 O d. 0.60 A T-bill quote sheet has 90-day T-bill quotes with a 5.54 bid and a 5.36 ask. If the bill has a $10,000 face value, an investor could sell this bill for to a dealer. a. $9,809.16 O b. $9,872.25 O c. $9,837.42 O d. $9,861.50