Stock A has an expected return of 18% and a standard deviation of 38%. Stock B has an expected return of 14% and a standard deviation of 21%. The correlation coefficient between two stocks is negative 0.4. The risk-free rate is 8%. (Round your final answers to 2 decimal places (e.9.0.963 would be entered as 0.96)). a) Calculate the Sharpe ratio for the two stocks. Stock A Stock B b) Assume that you can invest in both of these assets in portfolio C. How much should you invest in stock A and stock B to obtain an expected return of 17%? (Enter as decimals) Weight A Weight B c) Calculate the Sharpe ratio of portfolio CD c) Based on all the statistics you calculated so far, would you rather invest in portfolio Cor in the Individual stocks A and B? (Inter A, B, or c)