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need help Required information Section Break (8-11) [The following information applies to the questions displayod below] A pension fund manager is considering three mutual funds.
need help Required information Section Break (8-11) [The following information applies to the questions displayod below] 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 4.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.15 . Problem 6-8 (Algo) Required: What is the expected return and standard deviation for the minimum-variance portfolictof the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Answer is complete but not entirely correct
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