A Hedge fund has a management fee of 3% on their assets under management and the incentive fee is 45% for any return above 20%. If the average 7-year annual return for this hedge fund is 21% and the standard deviation of these returns is 13%, what is your estimate of Sharpe Ratio? Assume an annual risk free rate of 4%. (Please record your answer in the absolute value, for example if the Sharpe Ratio is 0.23, write "0.23")