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 6%. The characteristics of the risky funds are as follows: Stock fund (5) Bond fund (8) Expected Return 215 13 Standard Deviation 36% 22 The correlation between the fund returns is 013 What is the Sharpe ratio of the best feasible CAL? (Do not round Intermediate calculations. Enter your answer as a decimal rounded to 4 places.) Sharporatio