Suppose Stock AAA has monthly returns distributed

uniformly between $-4\%$ and $10\%$ while Stock $BBB$ has monthly returns distributed uniformly between $-6\%$ and $12\%.$ Furthermore, suppose that the correlation $of$ the two stock returns $is$ equal $to0\mathrm{.}8.$ Let the risk free rate $beis$ equal $to1\%.$ Find the Sharpe ratio $of$ a portfolio that places equal weight $(50\%$ each$)in$ Stock AAA and Stock $BBB.$

NOTE: the variance $of$ a continuous uniform random variable between a and $bis$ given $by$ var $=(\frac{1}{12})*(b-a{)}^2$