Why 0.561?

You have the following variance covariance matrix and vector of returns: A B C D E F Returns A 0.7 -0.1 0.05 0.2 0.09 -0.06 22% B -0.1 0.55 0.12 -0.19 -0.1 0.03 12% C 0.05 0.12 0.39 -0.09 0.03 0.01 11% D 0.4 ON O 17% E 0.2 -0.19 -0.09 0.09 -0.1 0.03 -0.06 0.03 0.01 O 0.6 -0.12 21% 26% 0 -0.12 0.91 The risk-free rate is 2.2%. Compute the tangent portfolio. Compute the Sharpe Ratio of such portfolio (approximate to the nearest three decimals) Note: margin of error here: +/- 0.02 0.0779 0.561 (with margin: 0.02) You have the following variance covariance matrix and vector of returns: A B C D E F Returns A 0.7 -0.1 0.05 0.2 0.09 -0.06 22% B -0.1 0.55 0.12 -0.19 -0.1 0.03 12% C 0.05 0.12 0.39 -0.09 0.03 0.01 11% D 0.4 ON O 17% E 0.2 -0.19 -0.09 0.09 -0.1 0.03 -0.06 0.03 0.01 O 0.6 -0.12 21% 26% 0 -0.12 0.91 The risk-free rate is 2.2%. Compute the tangent portfolio. Compute the Sharpe Ratio of such portfolio (approximate to the nearest three decimals) Note: margin of error here: +/- 0.02 0.0779 0.561 (with margin: 0.02)