Assume that the domestic and foreign assets have standard deviations of s _d = 16% and s _f = 19%, respectively (expressed in domestic currency), with a correlation of r _d,f = 0.6. The risk-free rate is equal to 5% in both countries. Assume that the expected return on the foreign asset is higher than on the domestic asset, E( R _d ) = 10% but E( R _f ) =12% (expressed in domestic currency). Calculate the Sharpe ratio for an internationally-diversified portfolio equally invested in the domestic and foreign assets.