There are only three stocks, A, B and C, in a market. The vector of mean returns is =(A,B,C)=(0.06,0.1,0.14). The covariance matrix of the returns is =0.090.050.020.050.1800.0200.36 Unlimited lending and borrowing is available at the risk-free effective interest rate rf=4%. Portfolio X is formed by mixing the financial instruments available in this market, and has a beta of 1.6. It is known that 80% of the risk (variance) of Portfolio X's return is systematic. Assuming that the CAPM holds, calculate Portfolio X's Sharpe ratio