Suppose you group all the stocks in the world into two mutually exclusive portfolio (each stock is in only one portfolio): growth stocks and value stocks. Suppose the two portfolios have equal size (in terms of total value), a correlation of 0.5, and the characteristics displayed in the table below (the Risk free rate is 2%). What is the Sharpe Ratio value of the Value Stocks? Expected Return Volatility Value Stocks 11,40 % 9,12 % Growth Stocks 7,85 % 5,95 %