Sharpe ratio question return, whether, question, sigma

kasinkei

if we know the tangency portfolio’s sharpe ratio, (E(T)-r f )/sigma T, and we know a portfolio’s sigma P, can we calculate: sigma P * Sharpe ratio T + r f = E(P)?
sorry for the formulas…my question is whether the tangency portfolio’s sharpe ratio can be used as a measure of reward to extra unit of risk, and can be used to calculate portfolio return.