You are currently 100% invested in a risky portfolio F. It has an expected return of 14% with a volatility of 20%. The risk-free rate is 3.8%. You consider add Stock B to your portfolio with a positive weight. Stock B has an expected return of 20%, a volatility of 60% and a correlation of 0 with the portfolio F.

If you decide to make an investment in Stock B so that now 85% is in portfolio F and 15% is in Stock B. What is the Sharpe ratio of your new risky portfolio?