I am not given the probabilities.. What you see is all that I have.

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 4.0%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (3) Expected Return 106 70 Standard deviation 320 246 The correlation between the fund returns is 0.1250. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio