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 sate roturn of 5%. The characteristics of the risky funds are as follows: The correlation between the fund return is 0.15. What is the Sharpe ratio of the optimal risky portfolio? 0.4655 0.5345 0.2282 0,1464 0.4231 None of the above