You are currently passively invested in an ASX200 index-tracking portfolio. However, you decide to do some stock analysis and you uncover a stock that has the following characteristics: If the expected return on the market is 20%, the risk-free rate is 7% and the standard deviation of the market is 29%, what is the best Sharpe ratio you can get if you include asset A in your portfolio with the optimal weight? 0.2547 0.3074 0.4484 0.4047 0.3449