The following information is available to you. All returns have been converted to $ terms. Return Std Deviation Correlation with US US 10.5% 21% 1.0 Brazil 14.8% 32% 0.4 Risk-free rate = 2.5% What is the Sharpe Ratio of a portfolio with 70% in US, and 30% in Brazil?

Group of answer choices

0.3810

0.3844

0.4527

0.3510