Portfolio Optimization: Sharpe Ratio with two equally weighted assets

Question

I have an exercise:

Suppose that µ1 = 5%, µ2 = 3%, σ1 = 35%, σ2 = 20%, κ = 40, w1 = 0.5, w2 = 0.5, rf = 1%. What is Sharpe Ratio of the given portfolio?

Applying this function:

I get this:

But the correct answer given is: 0.128358764952167

Can you help me spot the mistake?