{ "key_pair_value_system": true, "answer_rating_count": "", "question_feedback_html": { "html_star": "", "html_star_feedback": "" }, "answer_average_rating_value": "", "answer_date_js": "2024-05-27T04:18:26-04:00", "answer_date": "2024-05-27 04:18:26", "is_docs_available": "", "is_excel_available": "", "is_pdf_available": "", "count_file_available": 0, "main_page": "student_question_view", "question_id": "1778490", "url": "\/study-help\/questions\/a-pension-fund-manager-is-considering-three-mutual-funds-the-1778490", "question_creation_date_js": "2024-05-27T04:18:26-04:00", "question_creation_date": "May 27, 2024 04:18 AM", "meta_title": "[Solved] A pension fund manager is considering thr | SolutionInn", "meta_description": "Answer of - A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term governm | SolutionInn", "meta_keywords": "pension,fund,manager,three,mutual,funds,first,stock,second,long-term,government,corporate", "question_title_h1": " 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", "question_title": " A pension fund manager is considering three mutual funds. The first", "question_title_for_js_snippet": "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 5 The probability distributions of the risky funds are Stock fund (S) Expected Return Standard Deviation 16 36 10 27 Bond fund (B) The correlation between the fund returns is 0 20 Required What is the expected return and standard deviation for the minimum variance portfolio of the two risky funds (Do not round intermediate calculations Round your answers to 2 decimal places ) Expected return Standard deviation ", "question_description": "\"image", "transcribed_text": "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 5.5%. The probability distributions of the risky funds are: Stock fund (S) Expected Return Standard Deviation 16% 36% 10% 27% Bond fund (B) The correlation between the fund returns is 0.20. Required: What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Expected return Standard deviation % %", "related_book": { "title": "Investments", "isbn": "73530700, 978-0073530703", "edition": "9th Edition", "authors": "Zvi Bodie, Alex Kane, Alan J. Marcus", "cover_image": "https:\/\/dsd5zvtm8ll6.cloudfront.net\/si.question.images\/book_images\/225.jpg", "uri": "\/textbooks\/investment-9th-edition-225", "see_more_uri": "\/textbooks\/business-corporate-taxation-3347" }, "free_related_book": { "isbn": "3642741428", "uri": "\/textbooks\/physical-property-prediction-in-organic-chemistry-1st-edition-978-3642741425-150510", "name": "Physical Property Prediction In Organic Chemistry", "edition": "1st Edition" }, "question_posted": "2024-05-27 04:18:26", "see_more_questions_link": "\/study-help\/questions\/business-business-communication-2023-February-20", "step_by_step_answer": "The Answer is in the image, click to view ...", "students_also_viewed": [ { "url": "\/study-help\/questions\/would-you-please-continue-answering-the-questions-would-you-please-388623", "description": "1. (a) Label Earth's layers as shown in the diagram below. 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