Investors expect the market rate of return this year to be 20.00%. The expected rate of return on a stock with a beta of 1.4 is currently 28.00%. If the market return this year turns out to be 18.00%, how would you revise your expectation of the rate of return on the stock? (Do not round Intermediate calculations. Round your answer to 1 decimal place.) Revised rate of return % 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 (B) Expected Return 100 78 Standard Deviation 326 240 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