can you answer this question please ?

Required information [The following information applies to the questions displayed below.] 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 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.25. equired: That is the Sharpe ratio of the best feasible CAL (i.e., the optimal risky portfolio)? (Do not round intermediate calculations. Round our answer to 4 decimal places.)