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A pension fund manager is considering three mutual funds. The tirst is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 8% The characteristics of the risky funds are as follows Expected Het Standard to Stock funds 10% 34% Tond tandch) 10 The correlation between the fund returns is BO Solve numencally for the proportion of each stand for the expected return and standard deviation of the optimal risky portfolio (Do not round Intermediate calculations. Enter your answers as decimals rounded to 4 places) 0.0092 Power the Portwest in the band Expected Standard apter 1 Saved A pension fund manager is considering tive mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 89. The characteristics of the sky funds are as follows Stock fund (5) Boed fund (0) Expected Return 19% 10 Standard Dewi 34 10 The correlation between the fund returns is 0.11 Solve numerically for the proportions of each stand for the expected return and standard deviation of the optimalny portfolio IDo not round Intermediate calculations. Enter your answers os decimale rounded to 4 places D.1900 D Bm Pornowwwested in the stock Portioned in the bana Epoch Standard A pension fund manager is considering three mutual funds. The tirst is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 8% The characteristics of the risky funds are as follows Expected Het Standard to Stock funds 10% 34% Tond tandch) 10 The correlation between the fund returns is BO Solve numencally for the proportion of each stand for the expected return and standard deviation of the optimal risky portfolio (Do not round Intermediate calculations. Enter your answers as decimals rounded to 4 places) 0.0092 Power the Portwest in the band Expected Standard apter 1 Saved A pension fund manager is considering tive mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 89. The characteristics of the sky funds are as follows Stock fund (5) Boed fund (0) Expected Return 19% 10 Standard Dewi 34 10 The correlation between the fund returns is 0.11 Solve numerically for the proportions of each stand for the expected return and standard deviation of the optimalny portfolio IDo not round Intermediate calculations. Enter your answers os decimale rounded to 4 places D.1900 D Bm Pornowwwested in the stock Portioned in the bana Epoch Standard

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