Solve all parts

Required information Section Break (8-11) [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 longterm 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 0.10 . Problem 6-8 (Algo) Required: What is the expected return and standard deviation for the minimum-varlance portfollo of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Required information Section Break (8-11) [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 longterm 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 0.10 . Problem 6.9 (Algo) Required: Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky ortfolio. (Do not round intermediate calculations and round your final answers to 2 decimal places.)