Which security should sell at a greater price? a. A 10-year Treasury bond with a 5% coupon rate or a 10-year T-bond with a 6% coupon O A 10-year T-bond with a 6% coupon O A 10-year Treasury bond with a 5% coupon rate b. A three-month expiration call option with an exercise price of $40 or a three-month call on the same stock with an exercise price of $35 OA three-month call on the same stock with an exercise price of $35 OA three-month expiration call option with an exercise price of $40 c. A put option on a stock selling at $50 or a put option on another stock selling at $50, (All other relevant features of the stocks and options are assumed to be identical) A put option on another stock selling at $60 O A put option on a stock selling at $50 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 5.5%. The probability distribution of the risky funds is as follows: Expected Return 158 Stock fund (S) Bond fund (B) Standard Deviation 328 238 98 The correlation between the fund returns is 0.15. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations and round your final answers to 2 decimal places.) % % Portfolio invested in the stock Portfolio invested in the bond Expected return Standard deviation % %