Solved: A Pension Fund Manage X + chegg.com/homework-help/questions-and-answers/pension-fund-manager-considering-three-mutual-fu.. C o Chegg Study Textbook Solutions Expert Q&A Study Pack Search Question: A Pension Fund Manager Is Considering Three Mutual Funds. The First Is A Stock Fund, The Second Is A Long-term Government An... 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 rate of 3.0%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 12% 41% Bond fund (B) 5 The correlation between the fund returns is 0.18. Solve numerically for the the optimal risky portfolio. decimal places. Omit the This problem has been solved! - standard deviation of r final answers to 2 Portfolio invested in the See the answer Portfolio invested in the