Required information The following informotion applies to the questions displayed beliow] 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 yleids a sure rate of 5.5%. The probobility distributions of the risky funds are: The correlation between the fund returns is 0.10 . quired: hat is the Sharpe rato of the best feasible CAL2 (Do not round intermediate calculations. Round your answer to 4 declmal places.)