The t-bill fund and each of the two risky funds

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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 5%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 19 % 32 % Bond fund (B) 12 15 The correlation between the fund returns is 0.11. You require that your portfolio yield an expected return of 14%, and that it be efficient, on the best feasible CAL. What is the proportion invested in the T-bill fund and each of the two risky funds? (Round your answers to 2 decimal places.Omit the "%" sign in your response.

Proportion Invested

T-bill fund ? %

Stocks ? %

Bonds ? %

Reference no: EM131977573

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