You manage an equity fund with an expected risk premium of $10\%$ and a standard deviation of $14\%.$ The rate on Treasury bills is $6\%.$ Your client chooses to invest $$60,000$ of her portfolio in your equity fund and $$40,000$ 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.$)$