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A pension fund manager is considering three mutual funds. The first is a stock fund (S) (with expected return 20% and standard deviation 30%), the second is a long term government and corporate bond fund (B) (with expected return 12% and standard deviation 15%), and the third is a T-bill money market fund (with expected return 8%).
The correlation between the stock fund (S) and the bond fund (B) is 1.0.
1. With careful estimation and calculation, the manager found that the optimal proportions of each asset in the optimal risky portfolio are as follows:
wS = 0.4516 and wB = 0.5484. Solve for the expected return and standard deviation of the optimal risky portfolio.
2. Suppose now the best feasible CAL available to the investor has a slope coefficient of 0.40. If you require that your portfolio on this best feasible CAL yield an expected return of 14%, what is the standard deviation of your portfolio?
3. What is the proportion invested in the T-bill fund and each of the two risky funds to achieve an expected return of 14%? (use information from part 1 and part 2.)
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