The Performance Fund had returns of $23\mathrm{.}29\%$ over the evaluation period and the benchmark portfolio yielded a return of $17\mathrm{.}4\%$ over the same period. Over the evaluation period, the standard deviation of returns from the Fund was $20\mathrm{.}15\%$ and the standard deviation of returns from the benchmark portfolio was $21\mathrm{.}3\%.$ Assuming a risk$-$free rate of return of $7\mathrm{.}64\%,$ which one of the following is the calculation of the Sharpe index of performance for the Performance Fund over the evaluation period?