Return to question ... 3 A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 7%. The characteristics of the risky funds are as follows: 10 points Stock fund (S) Bond fund (B) Expected Return 18% 15 Standard deviation 35% 20 X 02:45:42 The correlation between the fund returns is 0.12. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.) Answer is complete but not entirely correct. Sharpe ratio 0.4129