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 is a money market fund that provides a safe return of 8%. The characteristics of the risky funds are as follows: Expected Return Standard Deviation Stock Fund (S) 20% 40% Bond Fund (B) 10% 20% The correlation between the fund returns is 0.15. What is the Sharpe ratio of the complete portfolio with 30% invested in optimal risky portfolio and 70% invested in risk-free asset? O 0.3020 O 0.5345 O 0.2282 O 0.1722 O 0.4231 None of the above