To form the efficient frontier for a six-security portfolio, it is necessary to calculate covariances plus O 15.6 36.6 30,6 O 30, 12 Question 5 O 40 O. 50 0.75 O..80 Asset A has an expected return of 20% and a standard deviation of 25%. The risk free rate is 10%. What is the reward-to- variability ratio (Sharpe ratio)? 4 variances. 0.4 pts