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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 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:
Expected Return Standard Deviation
Stock fund (S) 15% 32%
Bond fund (B) 9% 23%
The correlation between the fund returns is 0.15.
a. What would be the investment proportions of your portfolio if you were limited to only the stock and bond funds and the portfolio has to yield an expected return of 12%?
Investment Proportions?
Stocks %
Bonds %
b. Calculate the standard deviation of the portfolio which yields an expected return of 12%. (Round your answer to 2 decimal places.)
Standard deviation %
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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