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The following data applies to Questions 4 to 9. A pension fund manager is considering three investment options. The first is a stock fund, the second is a corporate bond fund, and the third is a T-bill money market fund (the risk-free asset) that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expected return (%) Standard Deviation (%) Stock fund (S) 15 32 Bond fund (B) 23 The correlation between the fund returns is 0.15. What is the portfolio weight for the stock fund in the minimum-variance portfolio which doesn't include the risk-free asset? Your answer should be in decimal values and accurate to the hundredth (NOT in percentage points, so 0.24 if the weight is 0.2410). What is the standard deviation of the optimal risky portfolio? Your answer should be in percentage points and accurate to the hundredth. (So 15.24 if the standard deviation is 0.15241) Question 7 1 pts What is the Sharpe ratio for the best feasible CAL? Your answer should be in decimal values and accurate to the hundredth (NOT in percentage points)