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You estimated the single index (market) model for stocks A and B with the following results: Return on Stock A: RA = 0.04 + 0.5RM + eA Return on Stock B: RB = -0.02 + 1.5RM + eB where RM is return on the single index and ex and es are error terms which are not correlated with anything and have zero means. In addition, the following statistics are known for the risk-free rate, RM, and the error terms: Mean Standard Deviation Risk-free rate 4% 0% Single index return, RM 20% 32% Error term for Stock A return, eA 0% 12% Error term for Stock B return, eB 0% 36%b) An investor wants to form a portfolio of stocks A and B. What is the maximum Sharpe ratio the investor can achieve with such a two-asset portfolio