Question 1 d manager is considering two mutual funds. The first one is a stock fund, and the second one is a T- Bill money market fund that yields a rate of 0.03% The probability monthly distribution of the risky funds over the period from 1-11-2013 to 1-08-2018 years, is as follow Stock Market N (Symbols) Expected Return 0.002 Standard Deviation GM 2 BA 3 HSY 43.12B 0.003 0.013 0.005 0.009 0.066 0.053 0.072 0.054 0.051 22.64B 258.19B 5 WMT 6 DIS 165.99B 1.04T 7 AAPL 8 FB 9 TM 421.65B 0.023 0.062 0.044 0.122 0.076 0.131 0.054 0.058 165.8B 2.72M 811.7B 14.53B 105.77B 0 NTFL 0.034 0.029 0.014 0.010 0.010 11 AMZN 12 NKE 13 GE 14 YUM 27.63B a) b) c) What is the investment proportion in the minimum variance portfolio of the selected five risky funds, and what is t expected value and standard deviation of its rate of return? Tabulate and draw the investment opportunities set of the 5 risky funds. Use investment proportions for the stock fund ofzero to 100% in increments of 10%? What is the reward to volatility ratio of the feasible CAL? You required that your portfolio yield an annual expected re CAL, what is standard deviation of your portfolio? What is the proportion invested in the T-Bills fund and each of the five risky funds? turn of 14%, and that it be efficient on the best feasib d) e) Question 1 d manager is considering two mutual funds. The first one is a stock fund, and the second one is a T- Bill money market fund that yields a rate of 0.03% The probability monthly distribution of the risky funds over the period from 1-11-2013 to 1-08-2018 years, is as follow Stock Market N (Symbols) Expected Return 0.002 Standard Deviation GM 2 BA 3 HSY 43.12B 0.003 0.013 0.005 0.009 0.066 0.053 0.072 0.054 0.051 22.64B 258.19B 5 WMT 6 DIS 165.99B 1.04T 7 AAPL 8 FB 9 TM 421.65B 0.023 0.062 0.044 0.122 0.076 0.131 0.054 0.058 165.8B 2.72M 811.7B 14.53B 105.77B 0 NTFL 0.034 0.029 0.014 0.010 0.010 11 AMZN 12 NKE 13 GE 14 YUM 27.63B a) b) c) What is the investment proportion in the minimum variance portfolio of the selected five risky funds, and what is t expected value and standard deviation of its rate of return? Tabulate and draw the investment opportunities set of the 5 risky funds. Use investment proportions for the stock fund ofzero to 100% in increments of 10%? What is the reward to volatility ratio of the feasible CAL? You required that your portfolio yield an annual expected re CAL, what is standard deviation of your portfolio? What is the proportion invested in the T-Bills fund and each of the five risky funds? turn of 14%, and that it be efficient on the best feasib d) e)