You put $60\%$ of your money in a stock that has an expected return of $13\%$ and a standard deviation of $20\%.$ You put the rest of your money in a bond that has an expected return of $8\%$ and a standard deviation of $12\%.$ The stock and bond have a correlation of $0\mathrm{.}3.$ What is the Sharpe ratio of your portfolio if the risk$-$free rate is $5\%?$ Covariance is $72.$