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2.Your mentor has given you a set of data on another pair of stock fund and bond fund: The correlation coefficient between the fund returns
2.Your mentor has given you a set of data on another pair of stock fund and bond fund: The correlation coefficient between the fund returns is 0.05. a. Given the T-bill rate is 3%. Calculate the weight in stock fund, expected return and standard deviation of the ontimal riskv nortfolio. ( 6 marks) 2.Your mentor has given you a set of data on another pair of stock fund and bond fund: The correlation coefficient between the fund returns is 0.05. a. Given the T-bill rate is 3%. Calculate the weight in stock fund, expected return and standard deviation of the ontimal riskv nortfolio. ( 6 marks)
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