Question: 24 Help Save& Exit Submit New Side You received no credit for this in the s a long-term government and corporate bond fund HW-2 and
24 Help Save& Exit Submit New Side You received no credit for this in the s a long-term government and corporate bond fund HW-2 and the third is a T-bill money market fund thot yields a rate of 4% The A pension fund manager is considering three mutual funds. The first is a stock fund, the band fund, and the third is a T-bill money market fund that yields a rate of 6%. The nt and corporate funds is 23 Stock Furd 1s) The correlation between the fund returns is 0.13 What is the Sharpe ratio of the best feasible CAL? What is the Sharpe ratio of the best feasible CAL? (Do not round 23 Sharpe Ratio (Rop-tf)/aop (16.72-6)/21.68-0.4945
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