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: Fund Stock fund (S) Bond fund (B) Expected Return Standard Deviatiorn 20% 12% 30% 15% The correlation between the returns of S and B is 0.10. Tabulate the investment opportunity set of the two risky funds: a) Proportion in Proportion in Expected Standard Return Deviation Stock Fund 0% 20% 40% 60% 80% 100% Bond Fund 100% 80% 60% 40% 20% 0% b) Using the table above, what are the investment proportions in the minimum-variance portfolio of the two risky funds? 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: Fund Stock fund (S) Bond fund (B) Expected Return Standard Deviatiorn 20% 12% 30% 15% The correlation between the returns of S and B is 0.10. Tabulate the investment opportunity set of the two risky funds: a) Proportion in Proportion in Expected Standard Return Deviation Stock Fund 0% 20% 40% 60% 80% 100% Bond Fund 100% 80% 60% 40% 20% 0% b) Using the table above, what are the investment proportions in the minimum-variance portfolio of the two risky funds