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 Stock fund (S) Bond fund (B) 209% 12 15 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.) Proportion in Stock Fund Proportion in Bond Fund 10000 Expected Return Standard Deviation 0001% 20.00 40.00 60.00 80.00 100.00 80.00 60.00 40.00 20.00 0.00