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 rate of $8\%.$ The probability distribution of the risky funds is as follows:

Expected

Return Standard

Deviation

Stock fund $($S$)20\%30\%$

Bond fund $($B$)1215$

The correlation between the fund returns is $0\mathrm{.}10.$

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