Portfolio a Has a Return of 5% and a Standard $A=0.3 ; B=0.5$

Multiple Choice

Portfolio A has a return of 5% and a standard deviation of 10%.Portfolio B has a return of 8% and a standard deviation of 12%.If the risk-free rate is 2% portfolio,then the Sharpe indices of A and B are:

A) $A=0.3 ; B=0.5$
B) $\mathrm{A}=0.25 ; \mathrm{B}=0.25$
C) $\mathrm{A}=0.35 ; \mathrm{B}=0.1$
D) $\mathrm{A}=0.5 ; \mathrm{B}=0.1$