ssume the risk$$free rate is $1\mathrm{.}75\%.$ You put $70\%$ of your money in a stock portfolio that has an expected return of $12\mathrm{.}5\%$ and a standard deviation of $28\%.$ You put the rest of your money in a risky bond portfolio that has an expected return of $3\mathrm{.}5\%$ and a standard deviation of $15\%.$ The stock and bond portfolio have a correlation $0\mathrm{.}25.$ What is the Sharpe ratio of the tangency portfolio formed by creating the optimal risky portfolio from this stock and bond portfolio? Please note that the weights of the optimal risky portfolio will no longer be $70\%$ stock and $30\%$ bond. Note that the Sharpe Ratio is usually expressed as a decimal. Enter your answer rounded to two decimal places. For example, if your answer is $12\mathrm{.}345$ then enter as $12\mathrm{.}35$ in the answer box.