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 8%. The characteristics of the risky funds are as follows: Expected Return Stock Fund (S) 20% Standard Deviation 40% Bond Fund (B) 10% 20% The correlation between the fund returns is 0.15. What is the Sharpe ratio of the complete portfolio with 30% invested in optimal risky portfolio and 70% invested in risk-free asset?