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 so T-bill money market fund that ylelds a sure rate of 55 The probability distributions of the risky Runds are perte 14 45 Stack Fund (5) Bond Fund) The correlation between the fund returns is 0.0385 What is the Sharpe ratio of the best faible CALZ (Do not round Intermediate calculations. Round your answer to 4 decimal places.) Shapes Proy 12 Ned> 29F to search 0 R 130 Oy A pension and manager is considering three mural funds. The first is a stock and the second long-term government and corporate bond fund, and the third is a bal money market find that yields a sure of 30% There tons of the funds are sta The correlation between the fundatur 0667 Suppose now that your portomusted an expected return of and becoCAD What is the standard deviation et your portfool(Do not round intermediate calculation und you to 2 decim pieces b-t, Whithe proposed to the Tune Do not found intermediate calcio Round your awe 19 de places) here to search 49 6.54 HAURI Aponton fund manager is considering three mutual fund. The first is a stock tund, the second is a long term overment and corporate bond fund, and the third is money market find that yields a cure of 30%. The probability distributions of the nicky funds are SED Stock fuld 12 411 Bouch) The correlation between the fund returns 0567 Suppose now that your portfolio mustad an expected rotum of 9% and be officient, that is on the best feasible CAL What is the standard deviation of your portfolio Do not found intermediate calculations. Round your answer to 2 decimal places) Sandard to D-1. What is the proportion invested in the T-fund? (Do not found intermediate calculations, Round your answer to 2 decimal places) Proportion invested in the bound 15 b-2. What is the proportion invested in each of the two risky tunes? (Do not found intermediate calculations. Round your answers to 2 decimal places Proportion invested Bond 92 Next > 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 so T-bill money market fund that ylelds a sure rate of 55 The probability distributions of the risky Runds are perte 14 45 Stack Fund (5) Bond Fund) The correlation between the fund returns is 0.0385 What is the Sharpe ratio of the best faible CALZ (Do not round Intermediate calculations. Round your answer to 4 decimal places.) Shapes Proy 12 Ned> 29F to search 0 R 130 Oy A pension and manager is considering three mural funds. The first is a stock and the second long-term government and corporate bond fund, and the third is a bal money market find that yields a sure of 30% There tons of the funds are sta The correlation between the fundatur 0667 Suppose now that your portomusted an expected return of and becoCAD What is the standard deviation et your portfool(Do not round intermediate calculation und you to 2 decim pieces b-t, Whithe proposed to the Tune Do not found intermediate calcio Round your awe 19 de places) here to search 49 6.54 HAURI Aponton fund manager is considering three mutual fund. The first is a stock tund, the second is a long term overment and corporate bond fund, and the third is money market find that yields a cure of 30%. The probability distributions of the nicky funds are SED Stock fuld 12 411 Bouch) The correlation between the fund returns 0567 Suppose now that your portfolio mustad an expected rotum of 9% and be officient, that is on the best feasible CAL What is the standard deviation of your portfolio Do not found intermediate calculations. Round your answer to 2 decimal places) Sandard to D-1. What is the proportion invested in the T-fund? (Do not found intermediate calculations, Round your answer to 2 decimal places) Proportion invested in the bound 15 b-2. What is the proportion invested in each of the two risky tunes? (Do not found intermediate calculations. Round your answers to 2 decimal places Proportion invested Bond 92 Next >
