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Stocks Bonds Exp. Ret 0.18 0.08 Std dev 0.20 0.12 Riskfree 0.04 Correlation b/t Stocks and Bonds 0.20 Given the above info, what's the optimal

Stocks Bonds

Exp. Ret 0.18 0.08

Std dev 0.20 0.12

Riskfree 0.04

Correlation b/t Stocks and Bonds 0.20

Given the above info, what's the optimal portfolio's Sharpe ratio?

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