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! Required Information [ The following Information applies to the questions displayed below. ] A pension fund manager is considering three mutual funds. The first

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Required Information
[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 ylelds a sure
rate of 5.5%. The probability distributions of the risky funds are:
The correlation between the fund returns is 0.10.
Requlred:
What is the Sharpe ratio of the best feasible CAL? (Do not round Intermedlate calculations. Round your answer to 4 decimal
places.)
Sharpe ratio
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