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 ylelds a rate of 7%. The probability distribution of the risky funds is as follows: Expected Standard Deviation (5) 28% Bond fund (B) 17 Return Stock fund 23% 15 The correlation between the fund returns is 0.12. What is the Sharpe ratio of the best feasible CAL? (Do not round Intermediate calculations. Enter your answers as decimals rounded to 4 places.) Sharpe ratio