Required:

You manage an equity fund with an expected risk premium of $12\mathrm{.}2\%$ and a standard deviation of $36\%.$ The rate on Treasury bills is $4\mathrm{.}4\%.$ Your client chooses to invest $$90,000$ of her portfolio in your equity fund and $$110,000$ in a T$-$bill money market fund. What is the reward$-$to$-$volatility $($Sharpe$)$ ratio for the equity fund? $($Round your answer to $4$ decimal places.$)$

$\backslash$table$[[$Reward$-$to$-$volatility Ratio,$0\mathrm{.}0975]]$