Question: Question 1 (5 points) You are given two risky assets. The first is a stock fund and the second is a bond fund. A T-bill

Question 1 (5 points) You are given two risky assets. The first is a stock fund and the second is a bond fund. A T-bill fund yields a rate of 3%. The T-bill fund is a risk-free asset. The stock fund has an expected return of 13% and a standard deviation of 44%. The bond fund has an expected return of 5% and a standard deviation of 1%. The correlation between the risky fund returns is 8%. What is the expected return and standard deviation of a risky portfolio that consists of 60%% in stock and the rest in bond? 8.1524%: 27.8851% 9.8000%; 26.4350% 09.1851%; 29.7715% None of the options are correct

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