Portfolio a Has a Return of 41% and a Standard $\mathrm{A}=1.5 ; \mathrm{B}=1.85$

Multiple Choice

Portfolio A has a return of 41% and a standard deviation of 25%.Portfolio B has a return of 21% and a standard deviation of 6%.If the risk-free rate is 4% portfolio,then the Sharpe indices of A and B are:

A) $\mathrm{A}=1.5 ; \mathrm{B}=1.85$
B) $A=3.08 ; B=1.85$
C) $A=3.08 ; B=2.5$
D) $\mathrm{A}=4.51 ; \mathrm{B}=3.12$