Question: 3. Consider the following data: Expected Return Standard Deviation Russell Fund 16% 12% Windsor Fund 14% 10% S&P Fund 12% 8% The correlation between the

3. Consider the following data: Expected Return Standard Deviation Russell Fund 16% 12% Windsor Fund 14% 10% S&P Fund 12% 8% The correlation between the returns on the Russell Fund and the S&P Fund is. 7. The rate on T-bills is 6%. Which of the following portfolios would you prefer to hold in combination with T-bills and why? (a) Russell Fund (b) Windsor Fund (c) S&P Fund (d) A portfolio of 60% Russell Fund and 40% S&P Fund

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