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 $5\mathrm{.}5\%$ The probability distributions of the risky funds are Expected Return Standard Deviation $15\%32\%$Stock fund $($S$)9\%23\%$ Bond fund $($B$)$ The correlation between the fund returns is $0\mathrm{.}15.$ What is the sharpe ratio of the best feasible cal? Explain steps