Question: A pension fund manager is considering three assets. The first is a stock fund, the second is a long-term government and corporate bond fund, and

A pension fund manager is considering three assets. The first is

A pension fund manager is considering three assets. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill yielding 0.07. The probability distribution of the risky funds is as follows: The correlation between the fund returns is 0.3. What is the weight of stock fund in the optimal risky portfolio? Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321

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