Required Information

$[$The following informetion applies to the questions dlsplayed below.$]$

A persion fund mansger ls considering three mutual funds. The first is $s$ stock fund, the second is s lang$-$term government

and corporste bond fund, snd the third is a T$-$bill money market fund that ylelda a sure rate of $5\mathrm{.}5\%.$ The probability

distrlaution: of the risky funds are:

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

Euppose now that your portfolo must yleld an expected retum of $1476$ and be efficient, thst is$,$ on the beat fesalble CAL.

Required:

Whst is the ztsndscd devation of your portiolio?

Note: Do not round Intermedlate calculations. Round your answer to $2$ decimal places.

Stanciard dowiation

$6-1.$ What is the proportion invested in the T$-$bill fund?

Note: Do not round Intermedlate calculationa. Round your answer to $2$ decimal places.

Proportion invastod in tha T$-$bill fund

b$-2$ What is the proportion invested in each of the two rlicy funds?

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

$8$tookc

$|$ Pracortion Invectsd

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