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? 0.2304 0.2543 0.2251 0.2134