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 Stock fund (5) Bond fund (B) Expected Return 20% 12 Standard Deviation 30% 15 The correlation between the fund returns is.10. 2. Tabulate and draw the investment opportunity set of the two risky funds. Use investment proportions for the stock fund of zero to 100% in increments of 20%. 3. Draw a tangent from the risk-free rate to the opportunity set. What does your graph show for the expected return and standard deviation of the optimal portfolio