pleas solve both questions!

Seved ! Required information Section Break (8-11) (The following information applies to the questions displayed below.) 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-bill money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Stock Fund (5) Bond fund (8) Expected Return 17% 113 Standard Deviation 32% 23% The correlation between the fund returns is 0.30, es Problem 6-10 (Algo) Required: What is the Sharpe ratio of the best feasible CAL? (Do not round Intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio 97F AQI 81 d ! Required information Section Break (8-11) [The following information applies to the questions displayed below) 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-bill money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expected Return 17% 11% Standard Deviation 32% 23% Stock fund (S) Bond fund (8) The correlation between the fund returns is 0.30 Problem 6-11 (Algo) Suppose now that your portfolio must yield an expected return of 14% and be efficient, that is, on the best feasible CAL Required: a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation CD 7 Next >