Required information (The following information apples 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 5.5%. The probability distributions of the risky funds are: Brock fund (5) hond fund ( The correlation between the fund returns is 0.15. 150 90 Add Devinto 3 290 Required: What is the Sharpe ratio of the best feasible CAL? (Do not round Intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio Required information (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 5.5%. The probability distributions of the risky funds are: Expected Return Stock fund (8) 158 Bond fund (1) 91 The correlation between the fund returns is 0.15. Standard deviation 389 29N Suppose now that your portfolio must yield an expected return of 12% and be efficient, that is, on the best feasible CAL. Required: a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation b-1. What is the proportion invested in the T-bill fund? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) Required information (The following information apples 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 5.5%. The probability distributions of the risky funds are: Brock fund (5) hond fund ( The correlation between the fund returns is 0.15. 150 90 Add Devinto 3 290 Required: What is the Sharpe ratio of the best feasible CAL? (Do not round Intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio Required information (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 5.5%. The probability distributions of the risky funds are: Expected Return Stock fund (8) 158 Bond fund (1) 91 The correlation between the fund returns is 0.15. Standard deviation 389 29N Suppose now that your portfolio must yield an expected return of 12% and be efficient, that is, on the best feasible CAL. Required: a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation b-1. What is the proportion invested in the T-bill fund? (Do not round Intermediate calculations. Round your answer to 2 decimal places.)
