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For the next 4 questions suppose the following holds: Consider the following probability distribution for Stock Fund (S) and Bond Fund (B). State Probability Return

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For the next 4 questions suppose the following holds: Consider the following probability distribution for Stock Fund (S) and Bond Fund (B). State Probability Return on Bond Fund Return on Stock Fund 2 4 -8% 10% 4 18% The expected return and the standard deviation of the Stock Fund are 12% and 18.33%, 2 3 20% 30% -10% respectively. 66 What is the expected return of Bond Fund? 67 What is the standard deviation of Bond Fund? 68 What is the covariance between the Stock Fund and the Bond Fund? 69 What is the correlation coefficient between the Stock Fund and the Bond Fund

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