My answers are incorrect, please show your work and no excel please!

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 4.8%. The probability distributions of the risky funds are: Expected Return 18% Stock fund (5) Bond fund (B) Standard Deviation 38% 32% 9% The correlation between the fund returns is 0.1313. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) * Answer is complete but not entirely correct. Sharpe ratio 0.1522