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Business, 19.03.2020 08:48 mahagonylabeyta

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 rate of 8%. the probability distribution of the risky funds is as follows: expected return standard deviation stock fund (s) 24% 33% bond fund (b) 14 22 the correlation between the fund returns is 0.14. a-1. what are the investment proportions in the minimum-variance portfolio of the two risky funds. (do not round intermediate calculations. enter your answers as decimals rounded to 4 places.) portfolio invested in the stock portfolio invested in the bond a-2. what is the expected value and standard deviation of its rate of return? (do not round intermediate calculations. enter your answers as decimals rounded to 4 places.)

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