Portfolio a Has a Return of 9% and a Standard $A=0.1 ; B=0.5$

Multiple Choice

Portfolio A has a return of 9% and a standard deviation of 25%.Portfolio B has a return of 21% and a standard deviation of 33%.If the risk-free rate is 6% portfolio,then the Sharpe indices of A and B are:

A) $A=0.1 ; B=0.5$
B) $\mathrm{A}=0.12 ; \mathrm{B}=0.45$
C) $A=0.12 ; B=0.5$
D) $A=0.5 ; B=0.12$