Please answer ASAP!!!

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Your portfolio is invested in two equally weighted risky assets. Asset A has a return of $9\%,$ standard deviation of $3.$ Asset B has a return of $9\%,$ standard deviation of $5.$ The correlation between asset A and asset $B$ is $0.$ The risk free rate is $2\%.$

What is the Sharpe Ratio of your portfolio? Report your answer as a percentage.