2. A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a bond fund, and the third is a T-bill fund that yields a rate of 8%. The correlation between the fund returns is 0.1 . The expected returns and the standard deviations are as follows: a. What are the investment proportions in the minimum-variance portfolio of the two risky funds? b. Calculate the expected return and standard deviation of the minimum-variance portfolio. c. Calculate the expected return and standard deviation of portfolios invested in the two risky funds with weights as follows: d. Draw the investment opportunity set of the two risky funds and mark the minimum-variance portfolio (based on parts b and c)