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 5.9%. The probability distributions of the risky funds are: Stock fund (5) Bond fund (6) Expected Return 2015 9 Standard Deviation 495 435 The correlation between the fund returns is 0.0721 What is the Sharpe ratio of the best feasible CAL? (Do not round intermedinte calculations. Round your answer to 4 decimal places.) Sharpe ratio