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 $4\%.$ The characteristics of the risky funds are as follows:

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

What is the Sharpe ratio of the best feasible CAL?

Note: Do not round intermediate calculations. Enter your answer as a decimal rounded to $4$ places.