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

Stock fund $($S$)16\%32\%$

Bond fund $($B$)10\%23\%$

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

What is the Sharpe ratio of the best feasible CAL?

Please tell me the Sharpe ratio. I know its annoying but i tried it $15$ different times and none of my answers are coming out right. I asked $2$ people on here and both were wrong apparently.