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Section Break (8-11) [The following information applies to the questions displayed below] 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 5.5%. The probability distributions of the risky funds are: The correlation between the fund retums is 0.20. Required: What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calc