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3 /16 HELP! I HAVE A TIMED ASSIGNMENT. THERE ARE OTHER QUESTIONS POSTED. THANK YOU! What is the reward-to-variability of the best feasible capital allocation

3image text in transcribed/16 HELP! I HAVE A TIMED ASSIGNMENT. THERE ARE OTHER QUESTIONS POSTED. THANK YOU!

What is the reward-to-variability of the best feasible capital allocation line (CAL)? Assume the risk-free securities are yielding 4%. The characteristics of the risky funds are as follows: Stock fund (S) Bond fund (B) Expected Return 19% 10 Standard deviation 34% 18 The correlation between the fund returns is 0.11. (Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.) :52:45 Sharpe ratio

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