The return statistics for two stocks and T$-$bills are given below:

$$ABCD$1$Stock$$AStock$$BT$-$bills$2$Expected$$return$0\mathrm{.}0940\mathrm{.}0680\mathrm{.}023$Variance$0\mathrm{.}14440\mathrm{.}07294$Standard$$deviation$0\mathrm{.}380\mathrm{.}275$Covariance$0\mathrm{.}0308$

What is the Sharpe ratio of a portfolio with $70\%$ invested in stock A and the rest in stock B$?$