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: Expected Return Stock fund (8) 150 Bond fund (B) 91 The correlation between the fund returns is 0.15 Standard Deviation 328 231 Required: What is the Sharpe ratio of the best feasible CAL? (Do not round Intermediate calcutations. Round your answer to 4 decimal places.) Answer is complete but not entirely correct. Sharpe rabo 0.3088