Stock A has an expected annual return of 30% and a volatility of 43%. Stock B has an expected annual return of 18% and a volatility of 22%. The correlation of the returns of the two stocks is equal to 0.6. A portfolio is created by investing 4200 into Stock A and 5800 into Stock B. The risk-free rate is 2.9%. Calculate the Sharpe ratio of this portfolio. O 0.7934 O 0.5969 0.7279 0.6624 0.8589