Question: Expected Standard Deviation Return Stock fund (S) Bond fund (B) 23% 29% 14 17 The correlation between the fund returns is 0.12 Solve numerically for

Expected Standard Deviation Return Stock fund (S) Bond fund (B) 23%

Expected Standard Deviation Return Stock fund (S) Bond fund (B) 23% 29% 14 17 The correlation between the fund returns is 0.12 Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Portfolio invested in the stock Portfolio invested in the bond Expected return Standard deviation Expected Standard Deviation Return Stock fund (S) Bond fund (B) 23% 29% 14 17 The correlation between the fund returns is 0.12 Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Portfolio invested in the stock Portfolio invested in the bond Expected return Standard deviation

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