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-bili money market fund that yelds a sure rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is ont. ectuifed: That is the Sharpe ratio of the best feasible CAL? (Do not round intermediate colculations. Round your answor to 4 decimal places.)