une 6 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 4.6%. The probability distributions of the risky funds are: 10 points Stock fund (S) Bond fund (8) Expected Return 164 7 Standard deviation 30 36 eBook The correlation between the fund returns is 0.0800 What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) References Sharpe ratio