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Cambiar considers two portfolios BMY and SUP with characteristics as follows. The portfolio BMY generates an annual return of 12.8%, and has a beta of 0.97, and a standard deviation of 15.7%. The portfolio SUP has an expected return of 14.6% and a standard deviation of 10.61%. The risk-free rate is 2.52%. He wants to build a complete portfolio consisting of the portfolio SUP and the risk-free asset. If he requires the standard deviation of the complete portfolio to be the same as that of portfolio BMY, what is the Sharpe ratio of the complete portfolio