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% (let this represent the risk-free rate of return in this market). The characteristics of the risky funds are as follows: Expected Return 20% 12 Standard Deviation 30% 15 Stock fund (s) Bond fund (1) The correlation between the fund returns is 0.10 What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) Sharpe ratio 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% (let this represent the risk-free rate of return in this market). The characteristics of the risky funds are as follows: Expected Return 20% 12 Standard Deviation 30% 15 Stock fund (s) Bond fund (1) The correlation between the fund returns is 0.10 What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.) Sharpe ratio