Portfolio S has a return of 15% and standard deviation of 12%. Portfolio Q has a return of 25% and standard deviation of 20%. The risk-free rate is 4%. Assuming the two portfolios' returns are uncorrelated, the Sharpe ratio for a new portfolio with equal allocations to Portfolio S and Portfolio Q is Select one: a. 1.05 b. 0.85 c. 1.37 d. 0.71 e. 1.40 The Sharpe-optimal portfolio is the single combination of specified assets which lies on the and creates the steepest line when graphically connected to the Assume the graph plots the expected return against the standard deviation Select one: a. security market line; risk-free rate b. security market line: standard deviation o efficient frontier; portfolio standard deviation d. officient frontier; risk-free rate e officient frontier, market rate of return