subject
Business, 02.07.2021 03:00 khalfani0268

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 rate of 4.0%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation
Stock fund (s) 10% 32%
Bond fund (b) 7 24
The correlation between the fund returns is 0.13
Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. Do not round intermediate calculations and round your final answers to 2 decimal places. Omit % sign in your response.
Portfolio invested in the stock %
Portfolio invested in the bond %
Expected return %
Standard deviation %

ansver
Answers: 3

Another question on Business

question
Business, 21.06.2019 19:10
Ms. sophia jones, the company president, has heard that there are multiple breakeven points for every product. she does not believe this and has asked you to provide the evidence of such a possibility. some information about the company for 2017 is as follows:
Answers: 1
question
Business, 22.06.2019 06:00
Select the correct answer a research organization conducts certain chemical tests on samples. they have data available on the standard results. some of the samples give results outside the boundary of the standard results. which data mining method follows a similar approach? o a. data cleansing ob. network intrusion o c. fraud detection od. customer classification o e. deviation detection
Answers: 1
question
Business, 22.06.2019 06:50
Suppose the marginal damage and marginal benefit curves in a polluted neighborhood are md = p/3 and mb = 4 – p. also, suppose that transactions costs are low, so that the consumers and the firm can bargain. we saw that in this case, the socially-optimal level of pollution is achieved. start by computing the socially-optimal p. then, for each of the following cases, compute the amount of money transferred through the bargaining process, and indicate who pays whom (i.e., whether consumers pay the firm, or vice versa). also, compute the gains to each party relative to the status quo (i.e., the starting point of the bargaining process).a)consumers have the right to clean air; firm is dominant in the bargaining process.b)consumers have the right to clean air; consumers are dominant in the bargaining process.c)firm has the right to pollute; firm is dominant in the bargaining process.d)firm has the right to pollute; consumers are dominant in the bargaining proces
Answers: 1
question
Business, 22.06.2019 19:50
Right medical introduced a new implant that carries a five-year warranty against manufacturer’s defects. based on industry experience with similar product introductions, warranty costs are expected to approximate 2% of sales. sales were $8 million and actual warranty expenditures were $42,750 for the first year of selling the product. what amount (if any) should right report as a liability at the end of the year?
Answers: 2
You know the right answer?
A pension fund manager is considering three mutual funds The first is a stock fund, the second is a...
Questions
question
Mathematics, 25.09.2021 01:20
question
Mathematics, 25.09.2021 01:20
question
Mathematics, 25.09.2021 01:20
question
History, 25.09.2021 01:30
question
Mathematics, 25.09.2021 01:30
Questions on the website: 13722361