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 morket fund that yields a sure rate of 4.0% The probability distributions of the risky funds are Expected turn Standard deviation stock fund (5) 32% Bond fund 8) 7% 24 The correlation between the fund returns is 0.1250 What is the Sharpe ratio of the best feasible CAL? (Do not round Intermediate calculations. Round your answer to 4 decimal places.) Sharperabo