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Apension 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 rate of 6%. the probability distribution of the risky funds is as follows: expected return standard deviation stock fund (s) 21 % 36 % bond fund (b) 13 22 the correlation between the fund returns is 0.13. what is the sharpe ratio of the best feasible cal?
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How would you cite different books by the same author on the works cited page? a. moore, jack h. folk songs and ballads. salem: poetry press, 1999. print. moore, jack h. ballads in poetry β a critical review. dallas: garden books, 1962. print. b. moore, jack h. folk songs and ballads. salem: poetry press, 1999. print. βββ. ballads in poetry β a critical review. dallas: garden books, 1962. print. c. moore, jack h. ballads in poetry β a critical review. dallas: garden books, 1962. print. moore, jack h. folk songs and ballads. salem: poetry press, 1999. print. d. moore, jack h. ballads in poetry β a critical review. dallas: garden books, 1962. print. βββ. folk songs and ballads. salem: poetry press, 1999. print.
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Apension fund manager is considering three mutual funds. the first is a stock fund, the second is a...
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