6 3000 The coreaion te Reference&Reoarces value 10.00 points 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 3.0%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (B) Expected Return 12% 5% Standard Deviation 41% 30% The correlation between the fund returns is.0667. What is the reward-to-volatility ratio of the best feasible CAL (Do not round intermediate calculations. Round your answer to 4 decimal places.) Reward-to-volatility ratio References eBook & Resources Worksheet Learning Objective: 06-03 Construct efficient portfolios and use the Sharpe ratio to evaluate portfolio efficiency Check my work