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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. The probability distribution of the funds is as follows:
Expected Return Standard Deviation
Stock Fund(S) 20% 15%
Bond Fund(B) 10% 5%
T-bill Fund(T) 5% 0%
The correlation between the stock fund and bond bund is 0.3.
The correlation between the T-bill money market fund and the other funds is 0.
(a) The manager chooses to invest 70% of a portfolio in stock fund (S) and 30% in bond fund (B). What is the expected value and standard deviation of the rate of return on his portfolio?
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Edited and submitted by Dr. Raymond L. Hilgert, Professor of Management and Industrial Relations, Washington
Explain and defend why you agree or disagree. Report how would you advise the CEO.
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