I

Required Information

Sectlon Break $(8-11)$

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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$-$blll money market fund that ylelds a sure rate of $5\mathrm{.}5\%.$ The probabllty distributlons of the risky funds are:

$\backslash$table$[[$Stock fund $(S),$Expected Return,Standard Deviation$],[$Bond fund $(B),15\%,34\%$