Question 1: 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-bilt money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expacted Return standard Dewlation Stock fund S) 15% Bond fund (3) The correlation between the fund returns is . 1S. What is the Sharpe ratio of the best feasible CAL? (20 6-3) Question 2 What must be the beta of a porttolio with Eirop) -- 2076. ifor-5" and Elena - 15% (2013) Question 3 assume the risk-free rate is 8% and the expected rate of return on the market is 18%. A stock has an expscted return of 6%. What is its beta? (20 3-3