You have the following information: A B Market Alpha 1.85% 2% -2.36% 0% Beta 1.36 0.95 1.98 1 Res. Variance 2.00% 0.90% 1.60% 0.00% Std.Dev 15% 12% 11% 8% Excess Return 7.90% Based on the Single Index Model, what is the Sharpe Ratio of the Single Index Model portfolio? Note: Round to 3 decimals. The margin of error here is +/- 0.02