What is the reward-to-volatility 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:

The correlation between the fund returns is .15.

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Expected Return Standard Deviation Stock fund (S) Bond fund (B) 15% 3"2% 23