A pension fund manager is considering three mutual funds, a stock fund with expected return of $15\%$ and standard deviation of $32\%,$ a bond fund with expected return of $9\%$ and standard deviation of $23\%,$ and a money market fund with a sure rate of $5\mathrm{.}5\%.$ The correlation between the stock and bond funds is $0\mathrm{.}15.$ Tabulate and draw the investment opportunity set of the two risky funds, using investment proportions for the stock fund from $0\%$ to $100\%$ in increments of $20\%.$ What is the lowest$-$risk of these combinations of the stock and bond funds?