QUESTION 20 The following data are available relating to the performance of Friedman Stock Fund and the market portioto Friedman Market Portfolio Average return 10% 12% Standard deviations of returns 26% 2296 Beta 11.15 1.00 Residual standard deviation 196 0% The risk troeroturn during the sample period was 4% Calculato Sharpe's ratio for Friedman Stock Fund 0 36 046 052 O 0.55