Assume that the domestic and foreign assets have standard deviations of s_d = 16% and s_f = 19%, respectively (expressed in domestic currency), with a correlation of r_d,f = 0.6. The risk-free rate is equal to 5% in both countries. Assume that the expected return on the foreign asset is higher than on the domestic asset, E(R_d) = 10% but E(R_f) =12% (expressed in domestic currency). Calculate the Sharpe ratio for an internationally-diversified portfolio equally invested in the domestic and foreign assets.