PeopleSoft session expired McGraw-Hill Connect X Question 2 - Chapter 07 Prob X Chapter 7: Optimal Risky X G google.com/search?q=A X C | Chegg O B - https://ezto.mheducation.com/ext/map/index.html?_con=con&external_browser=0&launchUrl=https%253A%252F%252Flms.mheducation Chapter 07 Problems - Static Saved 2 A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 8%. The characteristics of the risky funds are as follows: 1 Expected Standard points Return Deviation Stock fund (5 ) 20% 30% Bond fund (B) 12 15 eBook Print The correlation between the fund returns is 0.10. References a-1. What are the investment proportions in the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Portfolio invested in the stock Portfolio invested in the bond a-2. What is the expected value and standard deviation of the minimum-variance portfolio rate of return? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Mc graw Hill 24| Chegg.com O B https://ezto.mheducation.com/ext/map/index.html?_con=con&external_browser=0&launchUrl=https%253A%252F%252Fims.mheducation.con Chapter 07 Problems - Static i Saved 2 The correlation between the fund returns is 0.10. a-1. What are the investment proportions in the minimum-variance portfolio of the two risky funds? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) points Portfolio invested in the stock eBook Portfolio invested in the bond Print References a-2. What is the expected value and standard deviation of the minimum-variance portfolio rate of return? (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Expected return 0. 1400 Standard deviation 0. 1303 Mc Graw Hill 24 O