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Required information Section Break (8-11) The following information applies to the questions displayed below! 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 (3) Bond fund aj Expected to 165 Standard deviation 320 230 105 The correlation between the fund returns is 0.10 Problem 6-8 (Algo) Required: 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.) Answer is complete but not entirely correct. Expected retum Standard deviation 1194 19.53 Required information Section Break (8-11) The following information applies to the questions displayed below) A pension fund manager is considering three mutual funds. The first is a stock fund, the seconds a long-term government and corporate bond fund, and the third is a Tibil money market fund that yields a sure rate of 5.5% The probability distributions of the sky funds are 23 tock fiind (3) 160 Dond and 100 The correlation between the fund returns is 0.10 Problem 6-10 (Algo) Required: What is the Sharpe ratio of the best feasible CALZ (Do not round intermediate calculations. Round your answer to decimal places) Sharpe ratio Next > of 10

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