A portfolio manager summarizes the input from the macro and micro forecasts in the following table: Micro Forecasts Asset Expected Beta Return (%) Residual Standard Deviation (%) Stock A Stock B 20 18 1.50 2.00 60 40 Macro Forecasts Expected Asset Return (%) T-bills 5 Passive Equity 16 Portfolio (m) Standard Deviation (%) 0 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 Sharne ratio for the ontimal