You have identified two securities, A and B, that you believe are mispriced. You have estimated alpha of stock A to be 5%, and the firm specific error term to have a standard deviation of 25%. You estimated alpha of stock B to be -4% and the firm specific error term to have standard deviation of 35%. The market index fund has an expected return of 11% and standard deviation of 15%. The risk-free rate is 5%. What is the Sharpe ratio of the optimal risky portfolio that consist of securities A and B and the market index fund?