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 4%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.11 What is the Sharpe ratio of the best feasible CA ? (Do not round intermediate calculations. Enter your answer as a decimol rounded to 4 ploces.)