You are constructing an optimal portfolio comprised of the market portfolio and a risky portfolio according to the Treynor Black Model. The Sharpe Ratio for the market portfolio is 0.546 and the information ratio for the risky portfolio is 0.248. What is the Sharpe Ratio for the optimal portfolio? Note: Calculate your answer to the nearest three digits after the decimal point. For example, if the calculated ratio is 0.48369 enter your answer as: 0.484