signment 5 Seved 6 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 ylelds a sure rate of 4.7%. The probability distributions of the risky funds are: 3 Stock fund (5) blond fund (1) Expected Return 17 Standard deviation 37% 313 024106 The correlation between the fund returns is 0.1065. What is the Sharpe ratio of the best feasible CALZ (Do not round intermediate calculations. Round your answer to 4 decimal places.) Share to