Required Informetion Sectlon Break (8-11) [The following information applies to the questions displayed below] A pension fund manager is considening three mutual funds. The first is a stock fund, the second is a long-term govemment and corporate bond fund, and the third is a T-bili money market fund that ylelds a sure rate of 5.5%. The probablitty distributions of the risky funds are: The correlation between the fund returns is 0.10. Problem 6-10 (Algo) Required: What is the Sharpe ratto of the best feasble CAL? (Do not round Intermedlate calculations. Round your answer to 4 decimal places.)