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1. value: 10.00 points Problem 6-9 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 Tbill money market fund that yields a sure rate of 4.1%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (B) Expected Return 11% 8% Standard Deviation 33% 25% The correlation between the fund returns is .16. What is the expected return and standard deviation of the optimal risky portfolio? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Expected return Standard deviation % % 2. value: 10.00 points Problem 6-14 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 Expecte Standar d Return A B d Deviatio n 5 10 % % 45 55 % % Correlati on = -1 a. Calculate the expected rate of return on this risk-free portfolio? (Hint: Can a particular stock portfolio be substituted for the risk-free asset?) (Round your answer to 2 decimal places.) Rate of return % 3. value: 10.00 points Problem 6-19 A project has a 0.42 chance of doubling your investment in a year and a 0.58 chance of halving your investment in a year. What is the standard deviation of the rate of return on this investment? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation %