Required information

Section Break $(8-11)$

$[$The following information apples to me questionat diplayed below$]$

A pension fund manager it considering three mutual funds. The first in a stock fund, the second is a long$-$tere government and corporate bondfund, and the thand is a T$-$ball money mateet fund that yelds a sure rate of $5\mathrm{.}5\%.$ The prebatity dist$-$butions of the rishy funds are:

$\backslash$table$[[,$Tropted fridin,Phandart Davintion$],[$stopit fand $(1),174,383],[$Nonst fad $($I$),124,2$m$]]$

The comelation between the fund returns is $0\mathrm{.}25.$

Problem $6-10($Algo$)$

Required

What is the Sharpe ratio of the best feasbie CAL?

Noter bo not round intermediane calculations. Round your anvwer to $4$ deelimal places.

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Thare ratio