Consider the following information on two stocks:

P$($State$)$ Stock A Stock B

Boom $20\%30\%20\%$

Normal $50\%12\%-5\%$

Slow $15\%4\%8\%$

Recession $15\%-10\%10\%$

$Investment Beta

Asset A $$35,0001\mathrm{.}45$

Asset B $$15,0000\mathrm{.}85$

Assuming a risk$-$free rate of $5\%,$ calculate the portfolio's Sharpe Ratio. $($Round to $4$ decimals; hint: Sharpe ratio $=($E$($Ret$)-$ Rf$))/$ stdev$).$