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 4.7%. The probability distributions of
the risky funds are:
Expected Return | Standard Deviation | |
Stock fund (S) | 17% | 37% |
Bond fund (B) | 8% | 31% |
The correlation between the fund returns is 0.1065.
What is the expected return and standard deviation for the
minimum-variance portfolio of the two risky funds? (Do not
round intermediate calculations. Round your answers to 2 decimal
places.)
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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 sure rate of 47%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund 373 (5) Bond fund (8) 31% The correlation between the fund returns is 0.1065. What is the expected return and standard deviation for the minimum...
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 vields a sure rate of 4.7%. The probability distributions of the risky funds are: Expected Return 170 Stock fund (S) Bond fund (B) Standard Deviation 370 313 The correlation between the fund returns is 0.1065. What is the expected return and standard deviation for the...
Need a help please. Thank you. 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 4.7%. The probability distributions of the risky funds are: Expected Return Stock fund (S) Bond fund (B) Standard Deviation 37% 31% 17% 8% The correlation between the fund returns is 0.1065. What is 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 sure rate of 5.5%. The probability distributions of the risky funds are: Standard Deviation Stock fund (5) Bond fund (B) Expected Return 15% 9% The correlation between the fund returns is 15. What is the expected return and standard deviation for the minimum...
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 5.5%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (B) Expected Return 15% 9% Standard Deviation 32% 23% The correlation between the fund returns is .15. What is the expected return and standard deviation for...
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 5.2%. The probability distributions of the risky funds are: Expected Return 13% 6% Standard Deviation 42% 36% Stock fund (S) Bond fund (B) The correlation between the fund returns is .0222. What is the expected return and standard deviation for...
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 5.6%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 17% 46% Bond fund (B) 8% 40% The correlation between the fund returns is 0.0600. What is the expected return and standard deviation for...
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 4.4%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 14% 34% Bond fund (B) 5% 28% The correlation between the fund returns is 0.0214. What is the expected return and standard deviation for...
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 3.0%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 12% 41% Bond fund (B) 5% 30% The correlation between the fund returns is 0.0667. What is the expected return and standard deviation for...
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 5.4%. The probability distributions of the risky funds are: Expected Return Std. Deviation Stock fund (S) 15% 44% Bond fund (B) 8% 38% The correlation between the fund returns is .0684. What is the expected return and standard deviation for...