You are working as an analyst in the equities division of ABC Funds LLC. The portfolio manager has asked you to calculate the Sharpe Ratio for the equity fund's performance over the last four years. You could locate the fund's return performance for three of the previous four years, which were 12.33%, 8.87%, and -6.49%. You talked to your colleague about the missing return, but she does not remember the number. However, she says that the fund's average performance (arithmetic mean) over the past four years was 5% higher than the average performance of the investment strategy. You know the average return for such an investment strategy is 12.22%. Further, the risk-free rate was practically 0% for the last four years. 

What is the Sharpe ratio number that you arrive at?