The expected return of security A is 9% with a standard deviation of 14%, Expected return of security B is 7% with a standard deviation of 18%. Securities A and B have a correlation of 0.8. The market return is 14% with a standard deviation of 16% and risk free is 3% What is the Sharpe ration of a portfolio if 51% of the portfolio is in security A and remainder in B? ...%?