There are $2$ risky assets, A and B$,$ and a riskfree asset. A has a variance of $100,$ B$\text{'}$s variance is $150.$ A and B has a covariance of $55.$

If the optimal risky portfolio turns out to be A$,$ which has a Sharpe ratio of $0\mathrm{.}2.$ Then B$\text{'}$s Sharpe ratio is

$($enter a decimal format number, keep $3$ decimal places$)$