3 Submitted 31/51 Total points awarded Help Exit You received no credit for this question in the previous attempt. Problem 6-10 A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 4.0%. The probability distributions of the risky funds are: Expected Return 10% Stock fund (S) Bond fund (B) Standard Deviation 32% 24% The correlation between the fund returns is 0.1250. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio 0.2790 X