Un peu 12 HIS) At the risk-free rate is 1% per annum, which of the following investments has the highest Sharpe ratio? A Expected return 5% per annum with standard deviation 5% per annum B. Expected return 5% per annum with standard deviation 10% per annum C. Expected return 10% per annum with standard deviation 5% per annum D Expected return 10% per annum with standard deviation 10% per annum E. None of the above Enter the letter in the answer box. There is no need to write an explanation although it may enable partial marks. Answer To show your working or explanation type text below and/or upload files such as scans of handwriting and/or Excel or Word documents Showing your working is important for numerical questions, optional for multichoice questions. Working /explanation and/or upload file's) to show your working explanation