Steve's portfolio has an expected return of 18% and is composed one third of risk-free asset with the remainder being invested in the tangency portfolio. Steve's portfolio has a Sharpe Ratio of 0.60, and the risk-free rate is equal to 2%. The variance of the tangency portfolio is Its expected return is equal to o a 16.00% and 26.00% O b. None of the other choices O c. 9.00% and 20.00% O d. 25.00% and 32.00%