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 4.7%. The probability distributions of the risky funds are:

Expected ReturnStandard DeviationStock fund (S)17%37%Bond fund (B)8%31%

The correlation between the fund returns is 0.1065.

What is the Sharpe ratio of the best feasible CAL?