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A pension fund manager is considering three mutual funds. Thefirst is a stock fund, the second is a long-term government andcorporate bond fund, and the third is a T-bill money market fundthat yields a rate of 5.6%. The probability distribution of therisky funds is as follows: expected return standard deviationStock fund s 17% 46%bond fund b 8% 40%The correlationbetween the fund returns is 0.16.Solve numerically forthe proportions of each asset and for the expected return andstandard deviation of the optimal risky portfolio
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