Assume the risk$$free rate is $1\mathrm{.}75\%.$ Using the stock and bond portfolios from problem $9,$ what is the Sharpe ratio of the tangency portfolio formed by creating the optimal risky portfolio from this stock and bond portfolio?$$ Please note that the weights of the optimal risky portfolio will no longer be $70\%$ stock and $30\%$ bond.$$ Note that the Sharpe Ratio is usually expressed as a decimal.$$

Problem $9$: You put $70\%$ of your money in a stock portfolio that has an expected return of $12\mathrm{.}5\%$ and a standard deviation of $28\%.$ You put the rest of your money in a risky bond portfolio that has an expected return of $3\mathrm{.}5\%$ and a standard deviation of $15\%.$ The stock and bond portfolio have a correlation $0\mathrm{.}25.$ What is the standard deviation of the resulting portfolio? Answer:$20\mathrm{.}34$