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 sure rate of 5.5%. The probability distributions of the risky funds are: Stock Fund (S): Expected return = 12% and standard deviation - 32% Bond Fund (B): Expected return -8% and standard deviation - 23% The correlation between the fund returns is o (zero). Which of the following is closest to the Sharpe Ratio for the optimal risky portfolio