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 risk-free rate of 5.5%. The expected returns and standard deviations of the risky funds are as follows: The correlation between the fund returns is 0.15. Solve numerically for the proportions of each asset and tor the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations and round your final answers to 2 decimal places. Omit the sign in your response.) What is the reward-to-volatility ratio (Sharpe ratio) of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.)