An investor's portfolio has a mean return of 15 percent and a coefficient of variation of 1.8. If the risk-free rate of return is 5 percent, the portfolio has the sharpe ratio is closet to（ ）。
a/m=1.8，a=1.8×m=1.8×15%=27%， Sharpe ratio=(m－rf )/a=(15%-5%)/27%=0.370.