w INTC 0 A B C D E F G 0.1 0.2 0.3 Sharpe Ratio 0.3973 0.4732 0.5484 0.6086 0.6401 0.6397 0.6159 0.5809 0.5433 0.5078 0.4759 w PPL 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0.4 R(P) 1.71% 1.83% 1.95% 2.08% 2.20% 2.33% 2.45% 2.57% 2.70% 2.82% 2.94% Var(P) 0.0018096 0.0014691 0.0012481 0.0011465 0.0011645 0.0013019 0.0015588 0.0019352 0.0024310 0.0030464 0.0037812 St.Dev.(P) 4.25% 3.83% 3.53% 3.39% 3.41% 3.61% 3.95% 4.40% 4.93% 5.52% 6.15% H 0.5 0.6 0.7 0.8 0.9 1 1 J K Based on the table above, if your client wants to achieve a retum for their Final Combination of 1%. how would you recommend for them to split their money between ORP and Rf security (Rf = 0.1%)? a. 0.65 /0.35 b. 0.6/0.4 c. 0.5/0.5 d. 0.43 /0.57 e. can not be determined