A pension fund manager is considering three mutual funds. The first is a stock fund, the second
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Question:
A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a longterm government and corporate bond fund, and the third is a Tbill money market fund that yields a sure rate of The probability distributions of the risky funds are Expected Return Standard Deviation Stock fund S Bond fund B The correlation between the fund returns is What is the sharpe ratio of the best feasible cal? Explain steps
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