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A penslon fund manager is considering three mutual funds. The first is a sock fund, the second is a long-term bond fund, and the third

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A penslon fund manager is considering three mutual funds. The first is a sock fund, the second is a long-term bond fund, and the third is a money market fund thot provides o sofe return of 6%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 013 : Solve numeically for the proportions of each osset and for the expected retum and standard deviation of the optimal risky portfollo (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.)

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