Asset $x$ and $Y$ have a correlation coefficient of $0.$

Asset $x$ has an expected total return of $15\%$ and a Sharpe ratio of $0\mathrm{.}5.$

Asset $Y$ has an expected total return of $20\%$ and a Sharpe ratio of $0\mathrm{.}6.$

Assuming a risk$-$free rate of $5\%,$ if $x$ and $Y$ are combined in a portfolio with a $50\%$ weighting in each, what would be the portfolio's Sharpe ratio? $(3$ marks$)$

Enter your answer to $3$ decimal places eg if your answer is $0\mathrm{.}4579$ enter as $0\mathrm{.}458.$