Assume that you put 58% of your wealth in GE stock and the rest of...
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Assume that you put 58% of your wealth in GE stock and the rest of your wealth in the risk-free treasury bill. You believe GE has an expected return of 8.5% and the risk-free rate has an expected return of 1.5%. You also know that GE has a variance of 15.1%. What is the expected Sharpe Ratio of your portfolio? Enter you answer with two decimal points (i.e., 0.45 or 0.78 or 1.23). The question will allow for slight rounding errors.
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