how would i find the answer to this?

Assume that you put 42% of your wealth in GE stock and the rest of your wealth in the risk-free treasury bill. You believe GE has an expected return of 10.0% and the risk-free rate has an expected return of 2.1%. You also know that GE has a variance of 17.0%. What is the expected Sharpe Ratio of your portfolio? Enter you answer with two decimal points (i.e., 0.45 or 0.78 or 1.23). The question will allow for slight rounding errors