Question: There are two mutual fund: stock fund and band fund, which have the following
Problem 1 there are two mutual fund: stock fund and band fund, which have the following expected returns and standard deviations:
The two funds have a correlation coefficient PBS of 0.0308. The T-bill rate is 4.2%. You want 11% return for your investment. What percentages of your wealth should be invested in T-bill, and the two mutual funds?
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