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 rate of 8%. The probability distribution of the risky funds is as follows:

............................Expected Return.............. Standard Deviation

Stock fund (S) .........................20% .................................30%

Bond fund (B).......................... 12 .....................................15

The correlation between the fund returns is .10.