Question: Chapter 6 HW A A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government

Chapter 6 HW A A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 4.0 %. The probability distributions of the risky funds are 33 Expected Return St andard Deviation 32% Stock fund (5) Band fund ( 10% 33.34 7% 24% points The correlation between the fund returns is 01250. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) eBook Sharpe ratio

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