Suppose in a perfect market economy, there exists two risky assets A and B and a riskfree asset. All individuals in that economy agree that: The expected return of A is 10% per year with a variance of 0.02 per year. B has half the expected return of A, but twice the variance. The covariance between the two stocks is -0.004. The risk-free rate is 8%.

A> What is the maximum Sharpe ratio you can obtain from investing in these three assets?