Stock A has an expected annual return of 34% and a volatility of 32%. Stock B has an expected annual return of 8% and a volatility of 42%. The correlation of the returns of the two stocks is equal to 0.56. A portfolio is created by investing 1850 into Stock A and 3150 into Stock B. The risk-free rate is 1.9%. Calculate the Sharpe ratio of this portfolio. 0.4965 0.5375 0.4555 0.6194 0.5784