There are two stocks: A and B. Stock A has an expected return equal to 7% and a return standard deviation equal to 21%. Stock B has an expected return equal to 11% and a return standard deviation equal to 34%. The correlation between the returns of the two stocks is equal to 0.1, and the risk-free rate of return is 2%.

What is the Sharpe ratio of a portfolio that allocates weight 20% in stock A and 80% in stock B?