A fund manager is considering a balanced fund with mixed investments in stock index and corporate bond. The stock index and corporate bond have the following probability distributions for returns: (a) What are the investment proportions of the minimum-variance portfolio (MVP) of the two risky assets? What is the expected value and standard deviation of its rate of return? (b) Tabulate and draw the investment opportunity set of the two risky assets. Using investment proportions for the stock fund of zero to 100 percent in increments of 20 percent. A fund manager is considering a balanced fund with mixed investments in stock index and corporate bond. The stock index and corporate bond have the following probability distributions for returns: (a) What are the investment proportions of the minimum-variance portfolio (MVP) of the two risky assets? What is the expected value and standard deviation of its rate of return? (b) Tabulate and draw the investment opportunity set of the two risky assets. Using investment proportions for the stock fund of zero to 100 percent in increments of 20 percent