Only I need A- standard deviationHomework Answers
![26 Expected risk premium on stock fund [E(rps)] 27 Expected risk premium on bond fund [E(rpb)] 28 SD of stock risk premium (os 29 SD of bond risk premium (ob) 30 Correlation between funds risk premiums [rp(sb)] 31 32 Variance of stock fund (osA2 33 Variance of bond fund (ơba2 34 Covariance of stock and bond funds [COV(sb)] 35 (r(sb)xơbxOS) 15.00% 5.00% 32.00% 19.00% 0.11 0.10 0.04 0.0067 37 Optimal risk 38 (Portfolio invested in stock ortfolio variance (Ws 40 Portfolio invested in stock (Ws 41 Portfolio invested in bond (Wb 42 (1-Portfolio invested in stock 43 44 Expected return on optimal risky portfolio [E(rp))] 55% 45% E(rs)xWs+E(rb)xWb 45 Expected return on optimal risk 46 47 SD of optimal risk 48 SD of optimal risky portfolio (op) rtfolio [E(rp)] 17.52% rtfolio (op 20.44%](http://img.homeworklib.com/questions/f6eeb6e0-72df-11ea-a4b8-0fc935b6d1ed.png?x-oss-process=image/resize,w_560)
![B55 All combined portfolios on the CAL will be combinations on P and the 50 risk free. 51 52 Targeted portfolio expected return [E(rc)] 11.00% 53 Weight of risky assets in portfolio [Ws+Wb] [E(rp)-Rfl/IE(rpsb)-Rf] 54 Weight of risky assets in portfolio [Ws+Wb] 38.01% Standard deviation of portfolio 55 (op) [Ws+Wb]x(ap)](http://img.homeworklib.com/questions/f753c620-72df-11ea-a280-7f7d979842ed.png?x-oss-process=image/resize,w_560)
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Only I need A- standard deviation
Help Save & Exit nit 3 Problem 7-9 25 points...
Check my work Problem 7-9 10 points A pension fund manager is considering three mutual funds....
Check my work Problem 7-9 10 points 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 7%. The probability distribution of the risky funds is as follows: Skipped Expected Return 22% 12 Standard Deviation 32% 19 Stock fund (5) Bond fund (B) eBook The correlation between the fund returns...
Week 3.CH7 6 Saved Help Save&Exit Check my Problem 7-7 25 points A pension fund manager...
Week 3.CH7 6 Saved Help Save&Exit Check my Problem 7-7 25 points 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 standard Deviation Return Stock fund (s Bond fund (8) 14 The correlation between the fund returns is...
Problem 7-9 A pension fund manager is considering three mutual funds. The first is a stock...
Problem 7-9 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 30% Stock fund (S) Bond fund (6) The correlation between the fund returns is 0.10. You require that your portfolio yield an expected return...
How do you solve for these things 1. The standard deviation 2. Proportion in T-bill 3....
How do you solve for these
things
1. The standard deviation
2. Proportion in T-bill
3. Proportion invested in each risky fund ( Stocks and
Bonds)
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 4.8%. The probability distributions of the risky funds are: Stock fund (S) Bond fund...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 7%. The probability distribution of the risky funds is as follows: Expected Return 220 Standard Deviation Stock Fund (S) Bond fund (B) The correlation between the fund returns is 0.11 You require that your portfolio yield an expected return of 11%,...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 7%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 22 % 32 % Bond fund (B) 12 19 The correlation between the fund returns is 0.11. You require that your portfolio yield...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 5%. The
probability distribution of the risky funds is as follows:
Expected Return 20% Standard Deviation 35% 15 Stock fund (5) Bond fund (B) The correlation between the fund returns is 0.09. You require that your portfolio yield an expected return...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 6%. The probability distribution of the risky funds is as follows: Expected Return 24% Standard Deviation 33% Stock fund (S) Bond fund (B) - 14 22 The correlation between the fund returns is 0.14. You require that your portfolio yield an...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 6%. The probability distribution of the risky funds is as follows: Expected Return 21% 13 Standard Deviation 36% 22 Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.13. You require that your portfolio yield an expected...
A pension fund manager is considering three mutual funds. The first is a stock fund, the...
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 7%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 16 % 38 % Bond fund (B) 12 21 The correlation between the fund returns is 0.12. You require that your portfolio yield...
Check my work Problem 7-9 10 points 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 7%. The probability distribution of the risky funds is as follows: Skipped Expected Return 22% 12 Standard Deviation 32% 19 Stock fund (5) Bond fund (B) eBook The correlation between the fund returns...
Week 3.CH7 6 Saved Help Save&Exit Check my Problem 7-7 25 points 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 standard Deviation Return Stock fund (s Bond fund (8) 14 The correlation between the fund returns is...
Problem 7-9 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 30% Stock fund (S) Bond fund (6) The correlation between the fund returns is 0.10. You require that your portfolio yield an expected return...
How do you solve for these
things
1. The standard deviation
2. Proportion in T-bill
3. Proportion invested in each risky fund ( Stocks and
Bonds)
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 4.8%. The probability distributions of the risky funds are: Stock fund (S) Bond fund...
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 7%. The probability distribution of the risky funds is as follows: Expected Return 220 Standard Deviation Stock Fund (S) Bond fund (B) The correlation between the fund returns is 0.11 You require that your portfolio yield an expected return of 11%,...
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 5%. The
probability distribution of the risky funds is as follows:
Expected Return 20% Standard Deviation 35% 15 Stock fund (5) Bond fund (B) The correlation between the fund returns is 0.09. You require that your portfolio yield an expected return...
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 6%. The probability distribution of the risky funds is as follows: Expected Return 24% Standard Deviation 33% Stock fund (S) Bond fund (B) - 14 22 The correlation between the fund returns is 0.14. You require that your portfolio yield an...
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 6%. The probability distribution of the risky funds is as follows: Expected Return 21% 13 Standard Deviation 36% 22 Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.13. You require that your portfolio yield an expected...
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