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