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 rate of 4%. The probability distribution of the risky funds is as follows:

	Expected Return	Standard Deviation
Stock fund (S)	19%	34%
Bond fund (B)	10	18

The correlation between the fund returns is 0.11.

What is the Sharpe ratio of the best feasible CAL?