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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 is a stock

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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 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: The correlation between the fund returns is 0.13. Required: What is the expecfed return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediote calculations. Round your answers to 2 decimal places.) 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: The correlation between the fund returns is 0.13. Required: Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations and round your final answers to 2 decimal places.) 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: The correlation between the fund returns is 013 . equired: That is the Sharpe ratio of the best feasible CAl? (Do not round intermediate calculations. Round your answer to 4 decimal places.)

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