A portfolio manager summarizes the input from the macro and micro forecasts in the following table: Micro Forecasts Asset Stock A Stock B Expected Return (%) 20 Beta 1.50 Residual Standard Deviation (%) 60 18 2.00 40 Macro Forecasts Asset T-bills Expected Return (%) 5 Standard Deviation (%) o Passive Equity Portfolio (m) 16 25 Suppose that the portfolio manager follows the Treynor-Black model, and constructs an active portfolio (p) that consists of the above two stocks. The alpha of the active portfolio (p) is - 18%, and its residual standard deviation is 150%. Instruction: enter your response as a decimal number rounded to four decimal places. What is the Sharpe ratio for the optimal portfolio (consisting of the passive equity portfolio and the active portfolio (p))