An investor can design a risky portfolio based on two stocks, 1 and 2. Stock 1 has an expected return of 15% and a standard deviation of return of 25%. Stock 2 has an expected return of 12% and a standard deviation of return of 20%. The correlation coefficient between the returns of 1 and 2 is 0.2. The risk-free rate of return is 1.5%.

What is the REWARD to VARIABILITY Ratio of the Optimal Portfolio?