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Check Section Break (8-11) [The following information applies to the questions displayed below) A pension fund manager is considering three mutual funds. The first is

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Check Section Break (8-11) [The following information applies to the questions displayed below) 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) Bond fund (8) Expected Return 17% 11% Standard Deviation 404 31% The correlation between the fund returns is 0.10. Problem 6-8 (Algo) 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 % 96 [The following information applies to the questions displayed below) Check 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 55%. The probability distributions of the risky funds are: Standard Deviation Stock fund (S) Bond fund (8) Expected Return 17% 11% 31% The correlation between the fund returns is 0.10 Problem 6-9 (Algo) Required: Solve numerically for the proportions of each asset and for the expected retum and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations and round your final answers to 2 decimal places.) % % Portfolio invested in the stock Portfolio invested in the bond Expected retum Standard deviation % % [The following information applies to the questions displayed below) 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) Bond fund (8) Expected Return 17% Standard deviation 48% 31% 11% The correlation between the fund returns is 0.10 Problem 6-10 (Algo) Required: What is the Sharpe ratio of the best feasible CAL2 (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio

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