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 $6\%.$ The characteristics of the risky funds are as follows:

Expected Return Standard Deviation

Stock fund $($S$)17\%38\%$

Bond fund $($B$)1217$

The correlation between the fund returns is $0\mathrm{.}13.$

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.