The expected return of Security A is 9% with a standard deviation of 15%. The expected return of Security B is 8% with a standard deviation of 18%. Securities A and B have a correlation of 0.9. The market return is 14% with a standard deviation of 15% and the risk-free rate is 3%. What is the Sharpe ratio of a portfolio if 56% of the portfolio is in Security A and the remainder in Security B? Sharpe ratio = % (Note: please retain at least 4 decimals in your calculations and at least 2 decimals in your final answer.)