You wish to build a portfolio where you hold one Risk-Free Asset and one portfolio of equities. Risk-Free assets are expected to return 3.4%. You decide you want to optimize the equity portfolio. You have a choice of two equity portfolios - and you can only select one to pair up with the Risk-Free asset.
A. Equity Portfolio 1: Expected return = 19.4%; Standard Deviation = 26.3%
B. Equity Portfolio 2: Expected return = 8.3%; Standard Deviation = 15.9%

What is the Sharpe ratio of each of the two equity portfolios listed above?