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 rate of 4%. The probability distribution of the risky funds is as follows: Stock fund (S) Bond fund (B) Expected Return 24% 12 Standard Deviation 30% 19 The correlation between the fund returns is 0.13. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) % Answer is complete but not entirely correct. Sharpe ratio 0.9043 X