Security A has an expected return of 12% per year and a standard deviation of 15%. Security B has an expected return of 12% per year and a standard deviation of 30%. The correlation coefficient between A and B is 0.2. The risk-free rate is 3% per year and an investor has put the same amount Of money in A and B. What is the Sharpe ratio of this investment? A) 0.26 B) 0.15 C) 0.62 D) 0.77 E) 0.50