You are managing a portfolio and decide to invest $400 million into a higher risk equity investment fund that has an expected return of 13% and a standard deviation of returns of 12%. You also invest $150 into a fixed income fund that has an expected retum of 7% and a standard deviation of 4%. The two funds have a correlation coefficient of 0.10 for 10%). What is the Sharpe Ratio for the portfolio if the risk free rate is 3.0%? O . 0.939 O b. 1.028 O c, 1.135 O d. 1.295