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 5%. The probability distribution of the risky funds is as follows:

Expected Return Standard Deviation

Stock Funds (S) 17% 38%

Bond Funds (B) 13 18

The correlation between the fund returns is 0.12. What is the Sharpe ratio of the best feasible CAL?