Required:

You manage an equity fund with an expected risk premium of $11\mathrm{.}2\%$ and a standard deviation of $26\%.$ The rate on Treasury bills is $4\mathrm{.}2\%.$ Your client chooses to invest $$70,000$ of her portfolio in your equity fund and $$30,000$ 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.$)$