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Business, 05.12.2019 04:31 karleebowling316

Apension 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 6%. the probability distribution of the risky funds is as follows: expected return standard deviation stock fund (s) 21 % 36 % bond fund (b) 13 22 the correlation between the fund returns is 0.13. what is the sharpe ratio of the best feasible cal?

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