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

A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third
is a money market fund that provides a safe return of 6%. The characteristics of the risky funds are as follows:
The correlation between the fund returns is 0.14.
What is the Sharpe ratio of the best feasible CAL?
Note: Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.
Sharpe ratio
A pension fund manager is considering three mutual funds. The first

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