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 6%. The probability distribution of the risky funds is as follows: Sta Devi Stock fund (S) Bond fund (B) Expected Return 16% 12 The correlation between the fund returns is 0.13. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Sharpe ratio ion fund manager is considering iutual funds. The first is a stock le second is a long-term ment and corporate bond fund, : third is a T-bill money market at yields a rate of 6%. The ility distribution of the risky i as follows: Expected Return 16% 12 Standard Deviation 35% fund (S) fund (B) 15 relation between the fund is 0.13. the Sharpe ratio of the best CAL? (Do not round ediate calculations. Enter your is as decimals rounded to 4 ) ratio