! 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 yields a sure rate of 5.5%. The probability distributions of the risky funds are: Stock fund (S) Expected Return 16% Standard Deviation 34% 10% 25% Bond fund (B) The correlation between the fund returns is 0.17. Required: What is the Sharpe ratio of the best feasible CAL? (Do not round Intermediate calculations. Round your answer to 4 decimal places.) Answer is complete but not entirely correct. Sharpe ratio 0.3088 x 13