A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 57%. The probability distributions of the risky funds are Stock fund (S) Bond Fund (6) Expected Return 18% 7% Standard Deviation 47% 41% The correlation between the fund returns is 0.0317 What is the expected return and standard deviation for the minimum variance portfolio of the two risky tunde(Do not found intermediate calculations. Round your answers to 2 decimal places.) Expected return Standard deviation 95 A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 46%. The probability distribution of the risky funds is as follows: Stock fund (S) Bond fund (8) Expected Return 16% 7 Standard Deviation 36X 30 The correlation between the fund returns is 0.16 Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio (Do not round intermediate calculations and round your final answers to 2 decimal places. Omit the "%" sign in your response.) Portfolio invested in the stock Portfolio invested in the band Expected return Standard deviation % % % A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T.bill money market fund that yields a sure rate of 5.9%. The probability distributions of the risky funds are Stock fund (5) Blond fund (3) Expected Return 2015 9 Standard Deviation 49% 43% The correlation between the fund returns 00721 What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio