14. You are a fund manager who is managing Bauer High-Tech Fund. Your current portfolio is a mix of P and the riskfree asset is F. You analyze all available information and summarize it in the following table. Suppose today Lyft and Airbnb are available in the market because of their IPOs. Now your boss wants you to pick only one stock between Lyft and Airbnb to include in the portfolio. Also, your boss sets the specific weight between the existing risky portfolio P and a new stock (either Lyft or Airbnb) to be (0.9, 0.1). For example, if you choose Lyft, the risky part of your new portfolio weight will be (P, Lyft) = (90%, 10%).

Asset	E[r]	SD[r]	Sharpe ratio	Corr(P, ... )
P	6.0%	19.0%	?
F	2.0%	0.0%	N/A
Lyft	9.0%	45.0%	?	0.05
Airbnb	10.0%	35.0%	?	0.35

What is the highest possible Sharpe ratio you can achieve in this case? Express your answer as a decimal (not percentage) and round it so that you have three digits below zero. ex) 0.321