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6 5 points A pension fund manager is considering three mutual funds. The first is...

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6 5 points 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 (5) 320 Bond tund 98 231 150 -Book Print The correlation between the fund returns is 0.15. renc What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio

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