Could anybody check my work please?

If i got wrong, please let know and please help me to correct it!

Thank you so much!

> Question 1 6 pts Consider the following table: Stock Fund Bond Fund Scenario Probability Rate of Return Rate of Return 0.05 -36% -11% Severe recession Mild recession 0.20 -12% 13% Normal growth 0.40 15% 4% Boom 0.35 32% 5% Calculate the values of expected return for the stock fund. (Do not round intermediate calculations. Enter your answer as a decimal number round to 3 decimal place.) Expected return 0.13 Question 2 6 pts Consider the following table: Stock Fund Bond Fund Scenario Probability Rate of Return Rate of Return Severe recession 0.05 -36% -11% Mild recession 0.20 -12% 13% Normal growth 0.40 15% 4% Boom 0.35 32% 5% Calculate the values of variance for the stock fund. (Do not round intermediate calculations. Enter your answer as a decimal number round to 4 decimal place.) Variance 0.0373 Question 3 6 pts Consider the following table: Stock Fund Bond Fund Scenario Probability Rate of Return Rate of Return Severe recession 0.05 -36% - 11% Mild recession 0.20 -12% 13% Normal growth 0.40 15% 4% Boom 0.35 32% 5% Calculate the value of the covariance between the stock and bond funds. (Negative value should be indicated by a minus sign. Do not round intermediate calculations. Enter your answer as a decimal number rounded to 5 decimal places.) Covariance -0.0002 Question 4 6 pts 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 5.7%. The probability distributions of the two risky funds are: Expected Return Standard Deviation Stock fund (5) 18% 47% 41% Bond fund (B) 7% The correlation between the two fund returns is .0317. What is the expected return for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Enter places.) 0.1697 Question 5 6 pts 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 5.7%. The probability distributions of the two risky funds are: Expected Return Stock fund (S) 18% Bond fund (B) 7% The correlation between the two fund returns is.0317. Standard Deviation 47% 41% What is the standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Ent places.) 0.429 Question 6 5 pts 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 rate of 4.6%. The probability distribution of the two risky funds is as follows: Expected Return Standard Deviation Stock fund (5) 16% 36% Bond fund (B) 7% 30% The correlation between the two fund returns is 0.16. Compute the proportions of stock fund of the optimal risky portfolio. Assume that short sales of mutual funds are allowed. (Do not rour number rounded to 4 decimal places.) 0.8962 Question 7 5 pts 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 rate of 4.6%. The probability distribution of the two risky funds is as follows: Stock fund (S) Bond fund (B) Expected Return 16% 7% Standard Deviation 36% 30% The correlation between the two fund returns is 0.16. Compute the proportions of bond fund of the optimal risky portfolio. Assume that short sales of mutual funds are allowed. (Do not roun number rounded to 4 decimal places.) 0.1038 Question 7 5 pts 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 rate of 4.6%. The probability distribution of the two risky funds is as follows: Stock fund (S) Bond fund (B) Expected Return 16% 7% Standard Deviation 36% 30% The correlation between the two fund returns is 0.16. Compute the proportions of bond fund of the optimal risky portfolio. Assume that short sales of mutual funds are allowed. (Do not roun number rounded to 4 decimal places.) 0.1038 Question 8 5 pts 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 rate of 4.6%. The probability distribution of the two risky funds is as follows: Expected Return 16% 7% Standard Deviation 36% Stock fund (5) Bond fund (B) 30% The correlation between the two fund returns is 0.16. Calculate the expected return of the optimal risky portfolio. Assume that short sales of mutual funds are allowed. (Do not round interme rounded to 4 decimal places.) 0.1507 Question 9 5 pts 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 rate of 4.6%. The probability distribution of the two risky funds is as follows: Expected Return 16% Stock fund (5) Bond fund (B) Standard Deviation 36% 30% The correlation between the two fund returns is 0.16. Calculate the standard deviation of the optimal risky portfolio. Assume that short sales of mutual funds are allowed. (Do not round inter rounded to 4 decimal places.) 0.3291 Question 10 6 pts Suppose that many stocks are traded in the market and that it is possible to borrow at the risk-free rate, fry. The characteristics of two of the stocks are as follows: Stock Expected Return Standard Deviation A 7% 45% B 10% 55% Correlation-1 Calculate the expected rate of return on the risk-free portfolio? (Hint: Try to construct a risk-free portfolio using stocks A and B.) (Enter your answer as a decimal number rounded to 4 decimal places.) 0.0835 Question 11 6 pts Suppose that many stocks are traded in the market and that it is possible to borrow at the risk-free rate, r;. The characteristics of two of the stocks are as follows: Stock Expected Return Standard Deviation 7% 45% B 10% 55% Correlation - - 1 Could the equilibrium , be greater than, equal to, or less than your answer in previous question? equal to greater than less than