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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 bond fund The third
A pension fund manager is considering three mutual funds. The first is a stock fund, The Second is a long-term bond fund The third is a money market fund that provides a safe return of 9% The characteristics of the risky funds are as follows: Use this data for problems #1-#4 Money market Return Stock Fund Bond Fund Correlation (rho) 0.09 Expected Return Stdev 16.00% 13.00% 0.0800 What is the minimum variance standard deviation? 1330 1656 .1566 25.00% 15.00%
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