QUESTION 3 6 points Save 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 a money market fund that provides a safe return of SM The characteristics of the risky funds are as follows: Expected Return Standard Deviation Sibck Fund (S) 20% 40% Bond Fund (BU 10% 20% The correlation between the fund returns is 0.15 What is the Sharpe ratio of the optimal risky portfolio 0.4655 0.5345 0.2282 0.1466 0.4231 None of the above