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

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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 Governmen 1 (19.84 KiB) Viewed 29 times

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 ylelds a sure rate of 5.5%. The probability distributions of the risky funds are: Stock fund (5) Bond fund (B) Expected Return 15% 9% Standard Deviation 32% 23% The correlation between the fund returns is 15. What is the expected return and standard deviation for the minimum-varlance portfolio of the two risky funds? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) 12.88 % Expected return Standard deviation %6