The expected return of Stock S is 0.09, the expected return…

The expected return оf Stоck S is 0.09, the expected return оf Stock B is 0.10, аnd the risk-free rаte is 0.03.  The vаr-cov matrix of S and B:       |      S         B     ----|------------------  S   |    0.7                    B   |    0.6      0.8 a.  Calculate the Sharpe ratio of MVP. [Do not type your answer in Canvas] [8 points] b.  Calculate the Sharpe ratio of optimal risky portfolio O.  [Do not type your answer in Canvas] [10 points] c.  An investor invested $1,500 of the complete portfolio in the optimal risky portfolio O and the remaining $6,000 in T-bills.  Calculate the Sharpe ratio of this complete portfolio.  [Do not type your answer in Canvas] [8 points]