A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 8%. The characteristics of the risky funds are as follows:

	Expected Return			Standard Deviation
Stock fund (S)		20	%		30	%
Bond fund (B)		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.)

\begin{tabular}{|r|r|r|r|r|} \hline ProportioninStockFund & \multicolumn{1}{c|}{ProportioninBondFund} & \multicolumn{2}{c}{ExpectedReturn} & \multicolumn{2}{c}{StandardDeviation} \\ \hline 0.00 & 100.00% & % & & \\ \hline 20.00 & 80.00 & & & \\ \hline 40.00 & 60.00 & & & \\ \hline 60.00 & 40.00 & & & \\ \hline 80.00 & 20.00 & & & \\ \hline 100.00 & 0.00 & & & \\ \hline \end{tabular}