You are considering investing in three different assets. The first is a stock, the second is...

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You are considering investing in three different assets. The first is a stock, the second is a long-term government bond and the third is a T-bill money market fund that yields a sure rate of 5%. The probability distributions of both the risky assets: Stock (S) Bond (B) Expected Return 15% Standard Deviation 32% 9 23 The correlation between the stock and bond returns is 0.15. What is the Sharpe ratio of the minimum variance portfolio? 0.72 0.23 0.27 00.32 You are considering investing in three different assets. The first is a stock, the second is a long-term government bond and the third is a T-bill money market fund that yields a sure rate of 5%. The probability distributions of both the risky assets: Stock (S) Bond (B) Expected Return 15% Standard Deviation 32% 9 23 The correlation between the stock and bond returns is 0.15. What is the Sharpe ratio of the minimum variance portfolio? 0.72 0.23 0.27 00.32