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 0.575 and the information ratio for the risky portfolio is 0.206 . 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