A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 5%. The characteristics of the risky funds are as follows:

Stock Fund: Expected Return=20%, Standard Deviation=40%

Bond Fund: Expected Return:10%, Standard Deviation=20%

The correlation between the fund returns is 0.15.

What is the Sharpe ratio of the optimal risky portfolio?