Question: Could you please help me solving the following question Question The manager of a large pension fund is planning to invest in equity funds managed

Could you please help me solving the following question

Question

The manager of a large pension fund is planning to invest in equity funds managed by the pension fund's investment company. To evaluate the funds, the manager regressed five-years of monthly return data for each fund against the returns on the S&P 500 to obtain the following regression parameter estimates:

Funds j j Variance (

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