Use Solver and the information below to find the highest Sharpe ratio portfolio (long-only, no short sales allowed). The riskless rate of 0.6. What is the expected EXCESS return of this portfolio (in the same units as expected returns provided below)?

The expected EXCESS returns of the five assets are:

A	B	C	D	E
0.49	0.58	0.85	0.37	0.50

And covariance matrix of the 5 assets is:

	A	B	C	D	E
A	24	15	10	10	14
B	15	24	13	15	17
C	10	13	16	9	11
D	10	15	9	36	12
E	14	17	11	12	23