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 $0\mathrm{.}462$ and the information ratio for the risky portfolio is $0\mathrm{.}177.$ 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 $0\mathrm{.}48369$ enter your answer as: $0\mathrm{.}484$