a. What are the investment proportions in the minimum-variance portfolio of the two risky funds, and what is the expected value and standard deviation of its rate of return?

b. What is the Sharpe ratio of the best CAL?

c. You require that your portfolio yield an expected return of 7%, and that it be efficient on the best feasible CAL.

a. What is the standard deviation of your portfolio?

b. What is the porportion invested in the T-bill and each of the two risky funds?

Question 1 Not yet graded I 10 pts Expected Return Standard Deviation Stocks fund (5) 10% 20% Bond fund (B) 4% 10% Tbill 2% The correlation between the fund returns is 0.25. a. What are the investment proportions in the minimum-variance portfolio of the two risky funds, and what is the expected value and standard deviation of its rate of return? b. What is the Sharpe ratio of the best CAL? c. You require that your portfolio yield an expected return of 7%, and that it be efcient on the best feasible CAL. a. What is the standard deviation of your portfolio? b. What is the porportion invested in the T-bill and each of the two risky funds