A pension and considering three mutual funds. The first is a stock fund the second is a long term bond fund, and the third is a money market fund that provides a Site eum of 5%. The characteristics of the moky funds are as follows Expected Return Standard Deviation Stock Fund (S) 20% 40% Bond Fund (8) 10% 20% The corelation between the fund returns is 015 What is the Supe ratio of the optimalnisky port? 04656 05545 O 02280 0 1465 04231 None of the above 6 pa QUESTION 22 Apemion und manager is considering three mutual funds The first is a stock fund the second is a long term bond fund, and the third is a money market and that provides a Safe return of the characteristics of the sky funds are as follows Expected Return Standard Deviation Stock Fund (S) 20% 40% Bond Fund (B) 10% 20% The correlation between the unders is 15 What is the Sharpe ratio of the complete parto with 30% invested in ophmalsky portland 70% invested in risk. free asset? 03020 05345 02212 O 01722 01221