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 $5\mathrm{.}5\%$The probability distributions of the risky funds are: Stock fund $()$ Bond fund $()$ Expected Return $17\%11$ Standard Deviation $34\%25$ The correlation between the fund returns is $0\mathrm{.}15.$ Required: What is the Sharpe ratio of the best feasible CAL? $($Do not round intermediate calculations $.$ Round your answer to $4$ decimal places.$)$ Sharpe ratio