Help 3 Part 2 15 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 tund, the second is a long term government and corporate bond fund, and the ind is a bit money and that yards are mate of 55. The probably distributions of the risky funds are Estedet Standard Devi Stock tung 15 101 32 Bond fund 81 ION 2 The correlation between the fund returns is 0.20 Berce Required: What is the Sharpe ratio of the best foule CAL? (Do not round intermediate calculation found your answer to decimal places) Help 3 Part 2 15 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 tund, the second is a long term government and corporate bond fund, and the ind is a bit money and that yards are mate of 55. The probably distributions of the risky funds are Estedet Standard Devi Stock tung 15 101 32 Bond fund 81 ION 2 The correlation between the fund returns is 0.20 Berce Required: What is the Sharpe ratio of the best foule CAL? (Do not round intermediate calculation found your answer to decimal places)