Apension 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 5.0%. the probability distributions of the risky funds are: expected return standard deviation stock fund (s) 11% 40% bond fund (b) 6% 20% the correlation between the fund returns is 0.0500. what is the sharpe ratio of the best feasible cal? (do not round intermediate calculations. round your answer to 4 decimal places.)