The correlation between Asset A and Asset B is -0.25. Asset Standard Deviation Expected Return F 0 0.02 A 0.15 0.12 B 0.30 0.22 Harry C. Purrier wants a complete portfolio with an expected return of 20% and the maximum possible Sharpe ratio. Investors can borrow and lend at the risk-free rate. Do not round intermediate calculations. Express each of your answers as a decimal with four digits after the decimal point (e.g., 0.1234, not 12.34%). Do not omit trailing zeros (e.g., use 0.1200, not 0.12). 1. The expected return of the tangency portfolio is 2. The standard deviation of the tangency portfolio is 3. The standard deviation of Harry's complete portfolio is 4. The Sharpe ratio of the tangency portfolio is 5. The Sharpe ratio of Harry's complete portfolio is