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Required information [The following informution applies to the questions displayed beiow.] A persion fund manager is considering three mutual funds. The first is a stock
Required information [The following informution applies to the questions displayed beiow.] A persion fund manager is considering three mutual funds. The first is a stock fund, the second is a long term government and corparate band fund, and the third is a T. aill moncy market fund that yieids a sure rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returrs is 0.20 Pequired: What is the Sharpe ratio of the best feas ble CAL? [Do not round intermedilate calculations. Round your answer to 4 decimal places.]
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