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 Standard deviation Stock fund (5) 17% 36% Bond fund ( 11 23 The correlation between the fund returns is 0.25 Required: What is the Sharpe ratio of the best feasible CALP (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio