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 5.7%. The probability distri butions of the risky funds are: Standard Deviation xpect Return Stock fund (S) Bond fund (B) 71 418 The correlation between the fund returns is 0.0317. What is the Sharpe ratio of the best feasible CAL? (Do not round intermed iate calculations. Round your answer to 4 decimal places.) Sharpe ratio