Required Information Section Break (8-11) (The following information appiles 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 4.5%. The probability distributions of the risky funds are: Stock fund (5) Bond fund (8) Expected Return 15% 9% Standard Deviation 40% 31% The correlation between the fund returns is 0.15. Problem 6-10 (Algo) Required: What is the Sharpe ratio of the best feasible CAL? (Do not round Intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio