The U.S. Treasury bill is yielding 3.1 percent and the market has an expected return of 11.2 percent. What is the Sharpe ratio of a portfolio that has a beta of 1.32 and a variance of .027556? (Hint: find the expected return of the portfolio using CAPM first and then use it in the Sharpe ratio)

		.59
		.64
		.69
		.74
		.82