Using the table below. calculate the Sharpe ratio of a portfolio with 80% allocated to security B and 20% allocated to security D. Assume a 3% risk-free rate. Hint: your text also calls the Sharpe ratio the reward-to-variability ratio. Time A% B. % C.% D% Mkt, % 1 18.56 18.23 12.82 12.43 14.48 2 15.27 18.24 -5.82 13.45 5.99 3 14.12 14.71 12.58 4.32 12.41 4 -1.57 -6.56 -7.43 -9.54 -4.48 5 13.16 9.12 1245 12.21 13.41 6 12.22 16.34 12.54 6.12 14.32 7 -3.45 -6.12 -4.62 -8.85 12.12 0.45 0.79 0.74 0,53 You see a 177-day T-bill quoted (Bid-Ask) at 0.046%-0.041%. What would you pay to buy $10,000 face value of this T-Bill (assume no commission cost)? $9.997.98 $9,998.05 $9.998.12 $9.997.74 Stock Price,t0 Price, t1 Shares (million) 28 35 2.500 B 92 90 300 75 76 900 D 63 64 600 E 48 52 700 F 125 124 400 You are creating a market-weighted index for stocks A-F. What is the one day return if shares outstanding remain constant? 6.43% 7.26% 6.70% 7.02%