Question: i need help finding the 3 blanks Required Information Section Break (8-11) [The following information applies to the questions displayed below] A pension fund managet
Required Information Section Break (8-11) [The following information applies to the questions displayed below] A pension fund managet 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 ylelds a sure rate of 55%. The probability distributions of the nisky funds are: The correlation between the fund returns is 0.10 Problem 6-9 (Algo) Required: Solve numenically for the proportions of each asset and for the expected recum and standst deviation or the optimal nisky portolio. (Do not round intermediete caiculetions and round your final answers to 2 decimal ploces.) Required: Solve numericolly for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfollo (Do not round intermediate calculations and round your final answers to 2 decimal places.)
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