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 $4\%.$ The characteristics

of the risky funds are as follows:

The correlation between the fund returns is $0\mathrm{.}10.$

What is the Sharpe ratio of the best feasible CAL? $($Do not round intermediate calculations. Enter your

answer as a decimal rounded to $4$ places.$)$