A 60-40 weighted portfolio between A and B, with respective means 8% and 10%, and standard deviations of return 8% and 1

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answerhappygod
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A 60-40 weighted portfolio between A and B, with respective means 8% and 10%, and standard deviations of return 8% and 1

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A 60-40 weighted portfolio between A and B, with respective
means 8% and 10%, and standard deviations of return 8% and 10%,
plus correlation 50%, has Sharpe Ratio closest to which of the
following? Assume the Risk-Free rate is 1%
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