Check my work mode : This shows what is correct or incorrect for the work you have completed so far. It does not indicate completion. Return to question 4 [The following information applies to the questions displayed below.] 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 probability distributions of the risky funds are: Part 3 of 3 Stock fund (5) Bond fund (B) Expected Return 17% 11% Standard Deviation 40% 31% 10 points The correlation between the fund returns is 0.10. 8 02:15:55 Required: What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Answer is complete but not entirely correct. Sharpe ratio 3.5614