A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund

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answerhappygod
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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 bond fund

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A pension fund manager is considering three mutual funds. Thefirst is a stock fund, the second is a long-term bond fund, and thethird is a money market fund that provides a safe return of 6%. Thecharacteristics of the risky funds are as follows:
The correlation between the fund returns is 0.13.Solve numerically for the proportions of each asset and for theexpected return and standard deviation of the optimal riskyportfolio. (Do not round intermediate calculations.Enter your answers as decimals rounded to 4 places.)
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