The market portfolio (M) contains the optimal allocation of only risky asset. Let the $S_1$ be the Sharpe ratio of this market portfolio. There exists a risk-free asset. Initially, an investor is fully (100%) invested in M with a portfolio Sharpe ratio of $S_1$. Subsequently, the investor borrows 30% at the risk-free rate, such that she is 130% invested in the market portfolio. What is the new Sharpe ratio?