cant find sharpe of best feasible CAL

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 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 15. What is the Sharpe ratio of the best feasible CML? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio