Question: pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third a

pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third a money market fund that provides a safe return of 7%. The characteristics of the risky fundis are as follows: The correlation between the fund returns is 010 What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.)

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