Stocks X, Y & Z have the same expected return and risk. The correlation of returns of these stocks are shown in the table below. Correlation of Returns Stock X Stock Y Stock Z Stock X +1.0 Stock Y +0.75 +1.0 Stock Z +0.25 -0.62 +1.0 Given these correlations, which of the below has the highest Sharpe ratio? O Equal proportions of X & Y O Equal proportions of X & Z 100% invested in either X, Y or Z O Equal proportions of Y & Z Can't tell from the information provided - need to know the return and risk of each stock