What is the reward-to-variability of the best feasible capital allocation line (CAL)? Assume the risk-free securities are yielding 7%. The characteristics of the risky funds are as follows: Expected Return Standard deviation Stack fund is 28 on tund 230 15 17 The correlation between the fund returns is 0.12. (Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.) Sharpe ratio