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A pension fund manager is considering three mutual funds. The first is a stock fund,...

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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 4.8%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) Bond fund (B) 18% 5% 38% 32% The correlation between the fund returns is.1313 What is the reward-to-volatility ratio of the best feasible CAL? (Do not round intermediate calculations Round your answer to 4 decimal places.) Reward-to-volatility ratio

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