gnment 5 0 n&external_browser=0&launchulahttp%253A%252F%252Fwww.ua 3 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 47%. The probability distributions of the funds are: Stock fund (5) Bond fund (8) Expected Return 17% 8% Standard Deviation 57% 313 Book int ences The correlation between the fund returns is 0.1065. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places Sharpe ratio 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 4.1%. The probability distributions of the funds are: Expected Return Standard Deviation Stock fund (5) 11% 33% Bond fund (8) 8X 25% The correlation between the fund returns is 0.1560, 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.) Answer is complete but not entirely correct. 9.02 Expected return Standard deviation 12.04 94 echtml con coneiderpal browser-anchor SANS cometido com Assignments 5 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 43%. The probability distribution of the thy funds is as follows TO points Stock Fund (5) Bond fund () Expected Return 13% Standard deviation BOOK 27 Reference The correlation between the fund returns is 012 Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal insky portfolio. (Do not round Intermediate calculations and round your final answers to 2 decimal places. Omit the sign in your response.) Portfolio invested in the stock Portfolio invested in the bond Expected toturn Standard deviation