Question: Expected Return Standard Deviation Portfolio P 13% 18% Market (M) 9% 18% The table above contains the return and standard deviation for Portfolio P and

Expected Return	Standard Deviation
Portfolio P	13%	18%
Market (M)	9%	18%

The table above contains the return and standard deviation for Portfolio P and the benchmark Market portfolio. Assuming a risk-free rate of 2.6%, and that Portfolio P (with Information Ratio of 0.118) has been combined with the market portfolio to form an optimized portfolio, calculate the Sharpe Ratio for this optimized portfolio

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