Question 16 Stocks X,Y & Z have the same expected return and risk. The correlation of returns of these stocks are shown in the table bel Correlation of Returns Stock X Stock Y Stock z Stock +1.0 Stock Y +0.55 +1.0 Stock z +0.15 +0.42 +1.0 Given these correlations, which of the below has the highest Sharpe ratio? Can't tell from the information provided - need to know the return and risk of each stock 100% invested in either X, Y or Z O Equal proportions of X & Z Equal proportions of Y&Z Equal proportions of X&Y