A Pension fund manager is considering three mutual funds. The first is an equity 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 6%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Equity Fund(E) 20% 30% Bond Fund(D) 12 15 The correlation between the fund return is 0.10. a) Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. b) Tabulate the investment opportunity set of the two risky funds. Use investment proportions for the stock fund of zero to 100% in increments of 20%. c) What is the Sharpe ratio of the best feasible CAL