A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 8%. The probability distribution of the risky funds is as follows: Expected Return 201 Standard Deviation Stock Fund (S) Bond fund (B) The correlation between the fund returns is 0.10 Tabulate the investment opportunity set of the two risky funds. (Round your answers to 2 decimal places.) Expected Return Standard Deviation Proportion In Stock Fund 0.001% 20.00 40.00 60.00 80.00 100.00 Proportion in Bond Fund 100.00 % 80.00 60.00 40.00 20.00 0.00