Assume that you put 51% of your wealth in GE stock and the rest of your wealth in the risk-free treasury bill. You believe GE has an expected return of 12.2% and the risk-free rate has an expected return of 1.6%. You also know that GE has a variance of 15.7%. What is the expected Sharpe Ratio of your portfolio? Enter you answer with two decimal points (i.e., 0.45 or 0.78 or 1.23).