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 safe return of 8%. The characteristics of the risky funds are an follows: The correlation between the fund returns is 0.15, What is the Sharpe ratio of the complete portlolo with 30% invested In optimal risky portfolio and 70% invested in risk.free asset? 0.3020 0.8345 0.2282 0.1722 0.4231 None of the above