Use the information provided in Question 8. Compute the Sharpe Ratio for each of the following three assets: (1) the Boeing stock; (2) the Kroger stock; (3) the portfolio discussed in Question 8. Use 1% as the risk free rate. A. Boeing: 0.3333; Kroger: 0.8832; Portfolio: 0.2313 B. Boeing: 0.3333; Kroger: 0.4138; Portfolio: 0.5187 C. Boeing: 0.4925; Kroger: 0.3862; Portfolio: 0.3191 D. Boeing: 0.4925; Kroger: 0.8832; Portfolio: 0.3191 E. Boeing: 0.3737; Kroger: 0.5445; Portfolio: 0.5706 F. Boeing: 0.3325; Kroger: 0.3832; Portfolio: 0.5139 Rationale: Reset Selection Consider the following expected annual returns and standard deviations: Stock Expected Standard Return Deviation Boeing 4.7% 9.9% Kroger 6.5% 10.1% What would be the one-year expected return and standard deviation of a portfolio that consists of 500 shares of Boeing and 1,000 shares of Kroger stocks? Boeing trades at $205.06 a share and Kroger trades at $40.60 a share as of today. Suppose the correlation coefficient between the annual stock returns of the two companies is -0.1. A. Expected return: 5.21%; Standard deviation: 7.38% B. Expected return: 5.13%; Standard deviation: 22.7% C. Expected return: 4.61%; Standard deviation: 6.19% D. Expected return: 5.90%; Standard deviation: 7.20% E. Expected return: 6.35%; Standard deviation: 13.70% F. Expected return: 6.21%; Standard deviation: 9.65%