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 20% 12 Standard Deviation 30% 15 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.) Proportion in Stock Fund 0.00% Proportion in Bond Fund 100.00% Expected Return Standard Deviation % % 20.00 80.00 40.00 60.00 60.00 40.00 20.00 80.00 100.00 0.00