What would the resulting Sharpe Ratio for a portfolio formed, according to the Treynor$-$Black Model, by combining the market portfolio $($Sharpe Ratio of $0\mathrm{.}52)$ with a security that has alpha of $1\mathrm{.}40\%$ and an information ratio of $0\mathrm{.}44\%?$

A$.0\mathrm{.}68$

B$.0\mathrm{.}78$

C$.0\mathrm{.}46$

D$.0\mathrm{.}28$