The current risk$-$free rate is $3\mathrm{.}75\%,$ the variance of the portfolio is $20\%,$ the beta of the

portfolio is $1\mathrm{.}34,$ and the portfolio return is $16\mathrm{.}5\%.$ What is the Sharpe Ratio of the portfolio?

$0\mathrm{.}29$

$0\mathrm{.}18$

$0\mathrm{.}64$