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 6%. The characteristics of the risky funds are as follows. The correlation between the fund returns is 0.09 . What is the Sharpe ratio of the best feastble CAL? (Do not round intermediate calculotions. Enter your onswer as a decimol rounded to 4 pleces.)