The expected returns for Securities ABC and XYZ are 6% and 13%, respectively. The standard deviation is 15% for ABC and 20% for XYZ. There is no relationship between the returns on the two securities. The market return is 18% with a standard deviation of 16%. The risk-free rate is 4%. What is the Sharpe ratio of a portfolio with 40 percent of the funds in ABC and 60 percent in XYZ? (Note: please retain at least 4 decimal places in your calculation and at least 2 decimal places in your final answer) The Sharpe ratio is