You are a manager of a risky portfolio p (consists of bonds and stocks) with an expected return E(r_(p))=16% and standard deviation sdev v_(p)=22%. The risk free rate r_(r)=7% and the standard deviation of the risk free asset is sdev, =0% Your client chooses to invest 40% in your portfolio (rho) and 60%(theta) in the risk-free asset. What is the Sharpe ratio of your client's portfolio? 5 elect the closest answer. .37 0.35 0.41 0.39