the answer (0.4725) comes as wrong please help i want the correct answer

Required information Section Break (8-11) (The following information applies to the questions displayed below.) 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 5.5%. The probability distributions of the risky funds are: Expected Return Stock fund (5) 16 Bond fund (2) 100 The correlation between the fund returns is 0.20. Standard deviation 32 23 Problem 6-10 (Algo) Required: What is the Sharpe ratio of the best feasible CAL? (Do not round Intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio 0.4725