You are considering investing in three mutual funds. The first is a stock fund, the second is a long-term bond fun, and the third is a money market fund that provides a safe return of 3%. The characteristics of the risky funds are as follows:

	Expected Return	Standard Deviation
Stock fund (S)	30%	35%
Bond fund (B)	12%	18%

The correlation between the fund returns is -.20. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Enter your final answer rounded to two decimal places i.e. 0.82)