Proportions of each asset and for the expected return and standard
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 4.7%. The probability distribution of the risky fund is as follows: Expected Return Standard Deviation Stock fund (S) 17% 37% Bond fund (B) 8% 31% […]
