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 bill money market fund that yields a sure rate of 4.1%. The probability distributions of the risky funds are: Expected Return Standard deviation Stock fund (5) Bond fund (0) 11% 33% The correlation between the fund returns is 0.1560, What is the Sharpe ratio of the best feasible CAL? (Do not round Intermediate calculations, Round your answer to 4 decimal places.) Shape ratio