oter 6 Efficient Diversification wconnect.mn 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 53%. The probability distributions of the risky funds are Standard Deviation Stock fund (5) Bond fund (8) Expected Return 14% 2x 37% The correlation between the fund returns is 0.0459 What is the Sharpe ratio of the best feasible CALZ (Do not round intermediate calculations. Round your answer to a decimal places) Sharpe ratio Pa 10