Reward to volatility ratio 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 4 4 The probability distributions of the risky funds are Expected Return Standard Deviation Stock fund ( S ) 14 34 Bond fund ( B ) 5 28 The correlation between the fund returns is 0214 What is the reward to volatility ratio of the best feasible CAL (Do not round intermediate calculations Round your answer to 4 decimal places ) Reward to volatility ratio 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 Tbil money market fund that yields a sure rate of 4 4 The probability distributions of the risky funds are Expected Return Standard Deviation Stock fund (S) 14 34 Bond fund (B) 28 The correlation between the fund returns is 0214 the best feasible CAL (Do not round intermediate calculations Round your answer to 4 decimal places What is the reward to volatility ratio of Reward to volatility ratio

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Reward-to-volatility ratio A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate

Reward-to-volatility ratio

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 4.4%. The probability distributions of the risky funds are:

	Expected Return	Standard Deviation
Stock fund (S)	14%	34%
Bond fund (B)	5%	28%

The correlation between the fund returns is .0214.

What is the reward-to-volatility ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.)

Reward-to-volatility ratio

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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 Tbil money market fund that yields a sure rate of 4.4%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 14% 34% Bond fund (B) 28% The correlation between the fund returns is .0214. the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places What is the reward-to-volatility ratio of Reward-to-volatility ratio