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4 Part 3 of 3 10 points Required Information [The following Information applies to the questions displayed below.] A pension fund manager is considering

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4 Part 3 of 3 10 points Required Information [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 16% Standard Deviation 10% 38% 29% eBook Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.20. Print Required: 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

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