HW Set 6 (Ch 6) Saved 6 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: 5 points Stock fund (5) Bond fund (B) Expected Return 15% 9% Standard Deviation 32% 23% Skipped eBook The correlation between the fund returns is 0.15. Print What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) References Sharpe ratio