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 4%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 17% 35% Bond fund (B) 14 18 The correlation between the fund returns is 0.09. What is the Sharpe ratio of the best feasible CAL?