Chapter 6) i aved 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 5.5%. The probablity distributions of the risky funds are Stock fund (S) Bond fund (B) Expected Return SDS Standard Deviation 15% 32% 89% 23% The correlation between the fund returns is 15. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio