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 ylelds a sure rate of 5.9%. The probability distributions of the risky funds are: Expected Return Standard deviation Stock fund (5) 204 Bond fund (B) 434 49% 94 The correlation between the fund returns is 0.0721. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio