One measure of a stocks risk-return profile is the "Sharpe Ratio." This is defined as E(R-Rf)/sigma_R Where R denotes returns, Rf returns on a risk-free asset (treasury bond) and sigma_R denotes the standard deviation of returns. Suppose Stock AAA has monthly returns distributed uniformly between -4% and 10% while Stock BBB has monthly returns distributed uniformly between -6% and 12%. Furthermore, suppose that the correlation of the two stock returns is equal to 0.8. Let the risk free rate be is equal to 1%. Find the Sharpe ratio of a portfolio that places equal weight (50% each) in Stock AAA and Stock BBB