Suppose you are given the following information about 2 stocks, what is the Sharpe Ratio of a portfolio weighted 55% in stock A and 45% in stock B?

• E(RA)=16%E(RA)=16%
• E(RB)=8%E(RB)=8%
• A=22%A=22%
• B=12%B=12%
• A,B=0.003696A,B=0.003696

Suppose you are given the following information about 2 stocks, what weight would you invest in stock A (with the rest going into stock B) to maximize the Sharpe Ratio?

• E(RA)=16%E(RA)=16%
• E(RB)=8%E(RB)=8%
• A=22%A=22%
• B=12%B=12%
• A,B=0.003696A,B=0.003696