To form the efficient frontier for a six-security portfolio, it is necessary to calculate covariances plus variances. O 36.6 O 30,6 O 15.6 O 30, 12 Question 5 0.4 pts 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)? 040 050 0.75 0.80