Expected Return Standard Deviation Portfolio P. 12% 19% Market (M) 9% 15% The table above contains the return and standard deviation for Portfolio P and the benchmark Market portfolio. Assuming a risk-free rate of 2%, and that Portfolio P (with Information Ratio of 0.178) has been combined with the market portfolio to form an optimized portfolio, calculate the Sharpe Ratio for this optimized portfolio Note: Enter your answer rounded to the nearest second digit after the decimal point. For example, if the calculated Sharpe Ratio is 0.18237, enter it as 0.18