What is the Sharpe ratio of the best feasible CAL?

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 5.5%. The probability distributions of the risky funds are: Expected return Standard deviation Stock fund (s) 15% 32% Bond fund (b) 9% 23% The correlation between the fund returns is.15