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 0.20 . Required: Solve numerically for the proportions of each asset and for the expected retum and standard deviation of the optimal risicy portfolio, (Do not round intermediate calculations and round your final answers to 2 decimal places.) Required information [The foliowing 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 probobility distributions of the risky funds are: The correlation between the fund returns is 0.20 . equired: That is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round termed bie 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 0.20 . Required: What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 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.bili 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 0.20 . Suppose now that your portfollo must yleld an expected return of 13% and be efficlent, that is, on the best feasible CAL. Required: a. Whot is the standard deviotion of your portfolio? (Do not round intermediate calculations, Round your answer to 2 decimal places.)
