There are three mutual funds available in the market. 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 sure rate of 5%
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Expected Return
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Standard Deviation
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Stock Fund(s)
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15%
|
25%
|
Bond Fund(B)
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10%
|
20%
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The probability distributions of the risky funds are: Find the weights (W and W) for minimum variance portfolio?