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 4%. The characteristics of the risky funds are as follows:

	Expected Return	Standard Deviation
Stock fund (S)	22%	37%
Bond fund (B)	14	23

The correlation between the fund returns is 0.10.

What is the Sharpe ratio of the best feasible CAL?

Note: Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.