in addition to risk-free securities, you are currently invested in the Tanglewood Fund, a broad-based fund of stocks and other securities with an expected return of 12 %and a volatility of25 % Currently, the risk-free rate of interest is4 %Your broker suggests that you add a venture capital fund to your current portfolio. The venture capital fund has an expected return of 20%, volatility of80 %, and a correlation of0.2 with the Tanglewood Fund. Assume you follow your broker's advice and put50 % of your money in the venture fund:

What is the Sharpe ratio of your new portfolio?