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You have the following estimates of expected excess returns, variances and covariances for 2 portfolios, MKT ("the market") and HML (High minus Low): the expected excess return on the market is 6%, the expected excess return on HML is 8.4%, the variance of the market is 0.04, the variance of HML is 0.1225, and the covariance between MKT and HML is 0.056. Consider a portfolio that is invested fifty percent in HML and fifty percent in MKT. What is its Sharpe ratio? O A.0.3 B. 0.275 OC. 0.325 O 0.0.35