Question: need help with this A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government

need help with this

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-bil money market fund that ylelds a sure rate of 4.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 015 Problem 610( Algo) Required: What is the Sharpe tatio of the best feasible CAL? (Do not round intermediate colculations. Round your answer to 4 decimal places.)

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