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 53%. The probability distributions of the ris funds are 10 points Stock fund (S) Bond fund (B) Expected Return 149 78 Standard Deviation 435 375 eBook The correlation between the fund returns is 0.0459 Print 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