5 pts Question 18 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 6%. The characteristics of the risky funds are as follows: Stock fund (S) Expected Return 16% 12 Standard Deviation 35% 15 Bond fund (B) The correlation between the fund returns is 0.13. The optimal risky portfolio has a weight in the Stock Fund - 0.2163 and weight in the Bond Fund- 0.7837 What is the Sharpe ratio of the this CAL? (Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.)