Question 20 (1 point) Listen Assume that the risk-free interest rate equals 0.03 or 3%. The Sharpe ratio of stock A is given to be (1/3) while the Sharpe ratio of stock B equals (1/2). You know that the standard deviation of excess returns for stock A is thrice that for stock B. If you build a portfolio that is equally invested in both stocks A and B. the expected return of this portfolio will be 0.10 or 10.00%. What is the expected return on stocks A and B? Expected return on stock A - 11.200%; expected return on stock B = 8.800% Expected return on stock A = 12.000%; expected return on stock B - 8.000% None of the above Expected return on stock A = 10.751%; expected return on stock B = 13.762% Expected return on stock A = 12.333%; expected return on stock B = 7.667%