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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). 16%. 45%.
Bond fund (B). 7%. 39%
The correlation between the fund returns is 0.0385.
What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds?
In a brief paragraph, describe the change in long-term obligations (debt) that has taken place relative to the changes in total assets and stockholders' equity.
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Discuss different types and characteristics of debt instruments with specific reference of Bonds. Due to covid19 the equity market exhibits
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