We have two stocks. The random variables of return for those two stocks are X1 and X2, respectively. Suppose the random vector (X1, X2) follows the 2-dimensional normal distribution N(u,E) with u=(0.04,0.04) and -0.05 :-(-0.05 0.1 Consider a portfolio having the capital allocation weight (w], w2)=(0.8,0.2). Suppose that the risk-free rate of return is rp=0.01. Calculate the Sharpe Ratio of the portfolio. 0.04 0.1155 0.0881 0.3464