please correct the question and calculate the sharpe ratio in the second picture

Consider the following table: Stock Fund Rate of Return Bond Fund Rate of Return -118 Scenario Severe recession Mild recession Normal growth Boces Probability 0.05 0.25 0.40 0.30 -120 178 228 a.Calculate the values of mean return and variance for the stock fund. (Do not round intermediate calculations. Round "Mean return" value to 1 decimal place and "Variance" to 2 decimal places.) Answer is complete but not entirely correct. % Mean return Variance 8.8 0.68 b.Calculate the value of the covariance between the stock and bond funds. (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Covariance (0.15) 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 4.6%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) Bond fund (B) 305 The correlation between the fund returns is 0.0800. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio