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 7%. The characteristics of the risky funds are as follows: Stock fund (S) Bond fund (B) Expected Return 22% 12 Standard Deviation 32% 19 The correlation between the fund returns is 0.11. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.) Answer is complete but not entirely correct. Sharpe ratio 0.5230 x