10 Final - Cal He Course Information - 2022 Fall To to.mheducation.com/ext/map/index.html #con&external_browser=0&launchUrl=https 252Fnewconnect.mheducation inal i 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 long-term 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: Expected Return Standard Deviation Stock fund (5) 15% 34% Bond fund (B) 25% The correlation between the fund returns is 0.13 Problem 6-8 (Algo) Required: What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Expected retum % Standard deviation %Course Information heducation.com/ map/index. con = con8text nal_browser=08launchUrl=https%253A%252F%252Fnewconnect.mheducation.c... Saved 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 long-term 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: Expected Return Standard Deviation Stock fund (5) 15% 34% Bond fund (B) 9% 25% The correlation between the fund returns is 0.13. 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 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 % hs HE Course Information - 2022 Fall To x heducation.com/ext/map/index.html?_con= con&external_browser=08.launchUrl=https%253A%252F%252Fnewconnect.mheducation.c... G 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 long-term 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: Expected Return Standard Deviation Stock fund (5) 15% 34% Bond fund (B) 9% 25% The correlation between the fund returns is 0.13. Problem 6-10 (Algo) Required: What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio Prev. 32 33 of 33 Next >nal - Co x Bb Course Information - 2022 FallT. nheducation.com/ext/map/index.html?_con=con&external_browser=08launchUrl=https%253A%252F%252Fnewconnect.mheducation.c... distributions of the risky funds are: Stock fund ( 5 ) Expected Return Standard Deviation 15% Bond fund ( B ) 34% 9% 259 The correlation between the fund returns is 0.13 Problem 6-11 (Algo) Suppose now that your portfolio must yield an expected return of 12% and be efficient, that is, on the best feasible CAL. Required: a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the T-bill fund b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Proportion Invested Stocks % Bonds %