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 4.9%. The probability distributions of the risky funds are (the risky funds with equal weights): Expected Return Standard Deviation Stock fund (S) 10% 39% Bond fund ( 5% 33% The correlation between the fund returns is 0.0030. What is the Sharpe ratio of the best feasible calculation? (Do not round intermediate calculations. Round your answer to 4 decimal places.) A. 10.0500% B. 2.051% C. 7.2200% D. 5.1020%