Required information [The following information applies to the questions displayed below.) 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 Standard deviation Stock fund (5) Bond fund (8) 16% 10% 40% 31% The correlation between the fund returns is 0.12 Required: What is the Sharpe ratio of the best feasible CAL2 (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio