A pension fund manager is considering three mutual funds. The first ia a stock fund The second is a long-term bond fund The third is a money market fund that provides a safe return of 5% The characterisitics of the risky funds are as follows: Use this data for problems %5.49 \begin{tabular}{|c|c|c|} \hline 5.00% & money market return & \\ \hline & Expected Return & Stder \\ \hline Stock fund & 28.00% & 39.00% \\ \hline Bond Fund & 20.00% & 26.00% \\ \hline Correlation (rho) & -0.2000 & \\ \hline \end{tabular} What is the reward-to volatility ratio of the Optimal Capital Asset Line? This is the Sharpe Ratio. (A) 9224 (B) .6223 (C) 9123