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A pension fund manager is considering three mutual funds The first is a stock tund, the a sure rate of 4.1%. The probability distributions of
A pension fund manager is considering three mutual funds The first is a stock tund, the a sure rate of 4.1%. The probability distributions of the risky funds are second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields Stock fund (S) Bond fund (8) 11% 8% 33% 25% The correlation between the fund returns is .1560 What is the reward-to-volatility ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Reward-to-volatility ratio
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