Question: Problem 7 - 5 ( Static ) A pension fund manager is considering three mutual funds. The first is a stock fund, the second is

Problem 7-5(Static)
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:
The correlation between the fund returns is 0.10.
Tabulate the investment opportunity set of the two risky funds.
Note: Round your answers to 2 decimal places.
Problem 7-5(Static) A pension fund manager is considering three mutual funds.

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