A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term govenment and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 4.8%. The probability distributions of the risky funds are: Expected ReturnStandard Deviation Stock fund (S Bond fund (B) 18% 9% 38% 32% The correlation between the fund returns is.1313 What is the reward-to-volatility ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) References eBook&Resources