yes
the right answer is 7.66 and 20.72
Need a help please. Answer is wrong. Thank yoi. A pension fund manager is considering three mutual funds. The first...
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 4.2%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 12% 33% Bond fund (B) 5% 26% The correlation between the fund returns is 0.0308. What is the Sharpe ratio of the best feasible...
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 4.2%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 12% 33% Bond fund (B) 5% 26% The correlation between the fund returns is 0.0308. What is the Sharpe ratio of the best feasible...
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 rate of 57%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation 47% 18% Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.17. Solve numerically for 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 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 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 5.4%. 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...
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 4.7%. 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...