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 sure rate of $4\mathrm{.}5\%.$ The probability distributions of the risky funds are:

Expected Return Standard Deviation

Stock fund $($S$)15\%40\%$

Bond fund $($B$)9\%31\%$

The correlation between the fund returns is $0\mathrm{.}15.$ What is the sharpe ratio of the best feasible CAL?