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 5%. The probability distribution of the risky funds is as follows: Stock fund (S) Bond fund (B) Expected Return 22% 12 Standard Deviation 38% 16 The correlation between the fund returns is 0.10. What is the Sharpe ratio of the best feasible CAL? (Do not round Intermediate calculations. Enter your answers as declmels rounded to 4 places.) Sharpe ratio