need help calculating sharpe ratio! every answer i get is wrong pls help

Problem 7-8 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 rate of 7%. The probability distribution of the risky funds is as follows: Expected Return 16% 12 Stock fund (5) Bond fund (B) Standard Deviation 38% 21 The correlation between the fund returns is 0.12. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Sharpe ratio 4