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! Required Information [ The following Information applies to the questions displayed below. ] A pension fund manager is considering three mutual funds. The first
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 Tbill money market fund that ylelds a sure rate of The probability distributions of the risky funds are: The correlation between the fund returns is Requlred: What is the Sharpe ratio of the best feasible CAL? Do not round Intermedlate calculations. Round your answer to 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 Tbill money market fund that ylelds a sure
rate of The probability distributions of the risky funds are:
The correlation between the fund returns is
Requlred:
What is the Sharpe ratio of the best feasible CAL? Do not round Intermedlate calculations. Round your answer to decimal
places.
Sharpe ratio
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