A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term what is the Sharpe ratio of the best feasible CAL

I -4.1% 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 4.9%. The probability distributions of the risky funds are: Expected Return 10% Standard Deviation 399 Elrs) = 10% ELRB)=5% bs 2 OB BE Stock fund (S) Bond fund (B) 5% The correlation between the fund returns is 0.0030. V What is the Sharpe ratio of the best feasible CAL? (Do hot round intermediate calculations. Round your answert 4 decimal places.) Lov (S.B) = 8 xbox bb Sharpe ratio