$!$

Required information

Section Break $(8-12)$

$[$The following information applies to the questions displayed 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 $5\mathrm{.}5\%.$ The probability distributions of

the risky funds are:

The correlation between the fund returns is $0\mathrm{.}15.$

Problem $6-8($Static$)$

Required:

What is the expected return and standard deviation for the minimum$-$variance portfolio of the two risky

funds?

Note: Do not round intermediate calculations. Round your answers to $2$ decimal places.

if possible $,$ use excel