Problem $6-6($Algo$)$ 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 $5\mathrm{.}5\%.$ The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund $($S$)16\%34\%$ Bond fund $($B$)10\%25\%$ The correlation between the fund returns is $0\mathrm{.}11.$ What is the Sharpe ratio of the best feasible CAL?