$4.$ What are the investment proportions in the minimum$-$variance portfolio of the two risky funds, The following data apply to Problems

$5.$ Tabulate and draw the investment opportunity set of the two risky funds. Use investment proportions for the stock fund of $0\%$ to $100\%$ in increments of $20\%.$

$6.$ Draw a tangent from the risk$-$free rate to the opportunity set. What does your graph show for the expected return and standard deviation of the optimal portfolio?