You are given the following information: stock A stock B Market variance 16.01% 5.38% 4% return 22% 6% 6% beta 0.42 1.90 tracking error 1% 8% The risk-free rate is 1%. The correlation between A and B is -0.75. Suppose you invest 0.04 in A and (1-0.04) in B, compute the Sharpe Ratio of the resulting portfolio