Question: Check my work 2 A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government

Check my work 2 A pension fund manager is considering three

Check my work 2 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 4.4%. The probability distributions of the risky funds are: 4.16 points Stock fund (S) Bond fund (B) Expected Return 14% 5% Standard Deviation 34% 28% eBook Print The correlation between the fund returns is 0.0214. References What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio

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