8) You have the following information for a stock and bond portfolio. Assume that risk-free rate is 3%. Expected Return Standard Deviation Stock (S) 0.20 0.40 Bond (B) 0.10 0.15 0.03 Risk-free Correlation of S and B 0.20 a) Find the investment proportions in the minimum variance portfolio (MVP) of the two risky assets (10 points) b) Find the expected return and standard deviation for the minimum variance portfolio (10 points) c) What portion of your wealth should go to S and B respectively to achieve the tangent portfolio (i.e., the portfolio with highest Sharpe ratio) (10 points) d) Draw the minimum variance frontier and the efficient variance frontier for this portfolio (10 points)