A portfolio with a $25\%$ standard deviation generated a return of $17\%$ last year when T$-$bills were paying $7\mathrm{.}5\%.$ This portfolio had a Sharpe ratio of

Multiple Choice

$0\mathrm{.}63$

$0\mathrm{.}25$

$0\mathrm{.}38$

$0\mathrm{.}21$