You are provided the following information related to the Three Stooges Investment Funds LTD.

Portfolie Metrics	Larry	Curly	Moe
Total Return	10%	14%	8%
Beta	0.9	1.5	0.8
Standard Deviation	12%	30%	10%
Correlation	0.3	0.6	0.4
Risk-Free Rate	4%	4%	4%
Equity Risk Premium	8.5%	8.5%	8.5%
AAA Bond Rate	9.5%	9.5%	9.5%

Based on the above data, calculate the Sharpe Ratio for the Larry and Curly funds. How do they compare (explain what the ratio is measures)? Please show all work and use at least 4 decimal places.