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If you were to use only the two risky funds, and still require an expected return of 14%, what would be the investment proportions of
If you were to use only the two risky funds, and still require an expected return of 14%, what would be the investment proportions of your portfolio?
Find Proportion (ws), and Proportion (wB)
Please show all work, thank you.
For questions 2-22, use the following information: 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 8%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 20% 30% Bond fund (B) 12 15 The correlation between the fund returns is. 10Step by Step Solution
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