Portfolio returns, in %, over the first six months of a year were 0.13, 0.89, -0.57, 0.55, 1.55, and -0.25. The benchmark returns over the same six months were 0.16, 0.59, -0.79, 0.48, 1.48, and -0.08, respectively .What is the portfolio's monthly (i.e., NOT annualized) Sharpe ratio over the period if the average monthly (i.e., NOT annualized) risk-free rate was 0.211%? (Round to the nearest 0.01) ( Note that the portfolio return and the risk free rate in the numerator are both average returns per period.) (must show work)