Build a portfolio using the following stocks where stock $x$ is $52\mathrm{.}50\%,$ and stock $Y$ is $47\mathrm{.}50\%$ of the portfolio. What is the Sharpe ratio of such a portfolio when risk$-$free return is $4\mathrm{.}50\%?$

$\backslash$table$[[,$Stock X$,$Stock Y$],[$Return$,11\mathrm{.}50\%,15\mathrm{.}30\%$