You manage an equity fund with an expected risk premium of $10\mathrm{.}2\%$ and a standard deviation of $16\%.$ The rate on Treasury bills is $4\%.$ Your client chooses to invest $$40,000$ of her portfolio in your equity fund and $$60,000$ in a T$-$bill money market fund. What is the reward$-$to$-$volatility $($Sharpe$)$ ratio for the equity fund? $($Round your answer to $4$ decimal places.$)$