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 5.7%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (B) Expected Return 18% 7% Standard deviation 47% 41% The correlation between the fund returns is 0.0317. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Answer is complete but not entirely correct. Sharpe ratio 0.2639 X