65% Thu 9 Share Comme View Insert Format Tools Table Window Help BODO DO Autolave B U DE INVESTMENTS TEST2 Spring 2020_EVENING VERSION Home Insert Draw Design Layout References Mailings Review View the Times New... 12 AA AA EE 1 Peste Brux ADA E O Styles Styles C020 D 0.39 The following information addresses questiona 2 2 Yes you shares in Buckeye Mutual Fund CM) Your broker calls and co ndying shares in small capitalisation und managed by Wolverine Investment Group (WIG) Your boer says that this fund will provide significat diversifications for your existing olding. She gives you the following is based on the performance of the two funds over the last year. (15 points) Return Sud. De 14% Wolverine Investirp 12% 115 23) Awam you can us e analy s iske security. Which of these funds would be the optima Baye C. Neither Backeye ne Wolverine D. Be w ay good E. There is not enough information to w er this questi English (United States 2080 words Focus -- - E. There is not enough information to answer this question 24). What is the sharps ratio for Wolverine? A. 0.12 B.0.24 C. 0.36 D. 0.51 25). What is the shards ratio for Buckeye? A. 0.57 B. 0.86 C. 1.03 D.2.15 26) Using the fund you selected in (23), how much portfolio weights in the find and the nike free 65% 0 T View Share OC mme The Paste Insert Format Tools Table Window Help B B AutoSave $U E : INVESTMENTS TEST2_Spring 2020_EVENING_VERSION Insert Draw Design Layout References Mailings Review View Times New... 12 A Aav AO EVER ! A & BI U b x, x' A A E Styles Styles D. 2.151 26) Using the fund you selected in (23), how much portfolio weights in the fund and the risk-free security would be required to cam a target return of 22%? A. The fund weight is 98% and the risk-free asset weight is 2% B. The fund weight is 50% and the risk-free asset weight is 50% C. The fund weight is 102% and the risk-free asset weight is -2% D. The fund weight is 117% and the risk-free asset weight is -17% 27) Assume the correlation between the Buckeye and Wolverine funds is 0.1. What would have been your average return and standard deviation over the last year if you placed 60% of your Investment in Buckeye and 10% of your investment in Wolverine A. Combined portfolio return16.8% and combined portfolio standard deviation - 9.9% B. Combined portfolio return-19.3% and combined portfolio standard deviation - 4.1% C. Combined portfolio return 28.9% and combined portfolio standard deviation - 17.5% D. Combined portfolio return-32.75 and combined portfolio standard deviation - 24.2%