The Sharpe ratio is now defined as $\frac{E(x)-R_0}{{}_x}$ where $R_0$ is the risk$-$free interest return here assumed to be $1\mathrm{.}5\%,$ and ${}_x$ is the standard deviation of $x.$ We know that a stock A has a Sharpe ratio of $1\mathrm{.}8.$ What is the Sharpe ratio of a portfolio consisting of $50\%$ invested in stock A and $50\%$ invested in a deposit with a fixed return of $1\mathrm{.}5\%?$

$1\mathrm{.}2$

$0\mathrm{.}9$

$1\mathrm{.}8$

Cannot be determined with given information