The return statistics for two stocks and T-bills are given below: A 1 2 Expected return 3 Variance 4 Standard deviation 5 Covariance B D Stock A Stock B T-bills 0.094 0.067 0.02 0.1024 0.0729 0.32 0.27 0.02592 Part 1 - Attempt 1/10 for 10 pts. What is the Sharpe ratio of a portfolio with 80% invested in stock A and the rest in stock B