Consider stocks with the following statistics: D Return and Volatility Asset A B Expected Return 13% 13% Volatility 30% 27% 12% 11% 20% 22% Correlation Matrix Asset A B D A 1 0.44 0.49 -0.12 B 0.44 1 0.4 0.04 0.49 0.4 1 0.28 D -0.12 0.04 0.28 1 If the risk-free rate is 1%, what is the Shape ratio of the optimal risky portfolio? Please round your answer to 2 decimal places