A global equity fund manager is considering investing in three funds with the following probability distributions: E(r) g 10% 12% Global Large-Cap Stock (LCS) Fund Global Small-Cap Stock (SCS) Fund 16% 22% Money Market (MM) Fund 5% 0% Given that the correlation between the two risky stock funds is +0.49: (i) Calculate the investment proportions, expected return and volatility of the minimum-variance portfolio of the two risky funds. (8 points) (ii) Calculate the investment proportions, expected return and volatility of the optimal risky portfolio of the two risky funds. (8 points) (iii) Calculate the Sharpe Ratio of the best feasible capital allocation line. (4 points)