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We have two stocks A and B with returns and risks as follows. Assuming the risk free rate is 5%, fill in the following table.

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We have two stocks A and B with returns and risks as follows. Assuming the risk free rate is 5%, fill in the following table. stock return risk(stdev) Sharpe Ratio A B 16% 8% 20% 10% Assuming the two stock returns has zero correlation and we want to invest 50 percentage to stock A and 50 percentage to stock B, what is the Sharpe ratio of the portfolio? B total return Sharpe Ra- tio total risk 50% 50%

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