You manage an equity fund with an expected risk premium of $13\mathrm{.}0\%$ and a standard deviation of $44\%$

The rate on Treasury bills is $6\mathrm{.}6\%.$ Your client chooses to invest $$90,000$ of her portfolio in your equity fund and $$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.$)$