f a portfolio had a return of $8\%,$ the risk$-$free asset return was $3\%,$ and the standard deviation of the portfolio's excess returns was $20\%,$ the Sharpe measure would be

Group of answer choices

$0\mathrm{.}08.$

$0\mathrm{.}03.$

$0\mathrm{.}20.$

$0\mathrm{.}11.$

$0\mathrm{.}25.$