What is the Sharpe measure of your resulting complete portfolio in problem 1? Enter your answer rounded to two decimal places.

Problem #1: You invest $100,000 in a complete portfolio. The complete portfolio is composed of a risky asset with an expected rate of return of 13.75% and a standard deviation of 40% and a treasury bill with a rate of return of 3.50%. How much money should be invested in the risky asset to form a portfolio with an expected return of 9%? Be sure to convert your percentage weight in the risky asset to dollars. Enter your answer rounded to two decimal places. Do not enter $ or comma in the answer box.