The return statistics for two stocks and the risk$-$free asset, Treasury bills, are given below:

$$ABCD$1$Stock$$AStock$$BT$-$bills$2$Expected$$return$0\mathrm{.}090\mathrm{.}0720\mathrm{.}023$Variance$0\mathrm{.}160\mathrm{.}07294$Standard$$deviation$0\mathrm{.}40\mathrm{.}275$Covariance$0\mathrm{.}0324$What is the Sharpe ratio of the optimal risky portfolio?