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 $5\%.$ The characteristics of the risky funds are as follows:

Expected Return Standard Deviation

Stock fund $($S$)17\%30\%$

Bond fund $($B$)1122$

The correlation between the fund returns is $0\mathrm{.}10.$

What is the Sharpe ratio of the best feasible CAL?