Suppose you believe markets are efficient and that the single-index model properly describes security returns. You estimate that On average, individual securities have idiosyncratic risk of 20% (measured as standard deviation) A broad-based, equally-weighted market index has an expected return of 8% and a standard deviation of 25% If the risk-free rate is 2%, what is your prediction of the Sharpe Ratio of a portfolio equally weighted in 10 randomly-selected stocks?