Question 6 - Assignment 5 -Col X C A Pension Fund Manager is Conx C A Pension Fund Manager Is Con X C A Pension Fund Manager Is Con education.com/ext/map/index.html?_con=con&external browser=0&launchurl=https%253A%252F%252Fnewconnect.meducation.com%252F#/activity/questior Saved 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 4.7%. The probability distributions of the risky funds are: Stock fund (5) Bond fund (B) Expected Return 17% 8% Standard Deviation 37% 31% The correlation between the fund returns is 0.1065. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio