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 rate of 6%6 . The probability distribution of the risky funds is as follows : ExpectEd Standard Return Deviation Stock Fund 15) 217 2 8 { Bond Fund ( 8 ) 12 18 The correlation between the fund returns is 0.09. What is the Sharpe ratio of the best feasible CAL ? ( Do not round intermediate calculations . Enter your answers as decimals rounded to 4 places . )