Question: Please do not use excel, thank you A pension fund manager is considering three mutual funds. The first is a stock fund, the second is

Please do not use excel, thank you

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 4.2%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 12 33% Bond fund (B) 54 The correlation between the fund returns is .0308. Suppose now that your portfolio must yield an expected return of 11% and be efficient, that is, on the best feasible CAL. a. What is the standard deviation of your portfolio? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) 264 Standard deviation 28.53% b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the T-bill fund 0.00% b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Stocks Proportion Invested 37,94% 62.06% Bonds

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