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A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 8%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.10 . 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 os decimals rounded to 4 places.) 0-2. What are the expected value and standard devition of the minimum-variance ponfolio fate of return? (Do not round intermediate colculations. Enter your answers os decimale rounded to 4 places.) A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 4%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.09 . You require that your portfolio yield an expected return of 14%, and that it be efficient, that is, on the steepest feasible CAL. a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal ploces.) b. What is the proportion invested in the money market fund and each of the two risky funds? (Round your answers to 2 decimal places.) A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 6%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.13 What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Enter your onswer as a decimal rounded to 4 places.)

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