Question: can you answer please Problem 2 (20 points). A pension fund manager is considering two mutual funds, The ffrst is a stock fund, the sccond

can you answer please

Problem 2 (20 points). A pension fund manager is considering two mutual funds, The ffrst is a stock fund, the sccond is a longtem government and corporate bond fund. The probability distribution of the risky funds is as follows: The correlation between the fund returns is 0.10 . Rlease keep 4 numbers after the decimal point in your answers. 2a. ( 2 points) What is the covariance between the two funds' returns? 2b. ( 6 points) What are the weights of the two risky funds in the minimum-variance portfolio. 2c(4 points) What is the expected return of the minimum variance portfolio? 2d, (B points) What is the standard deviation of the minimum variance portfolio

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