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.)

Proportion in Stock Fund		Proportion in Bond Fund		Expected Return		Standard Deviation
0.00	%	100.00	%		%		%
20.00		80.00
40.00		60.00
60.00		40.00
80.00		20.00
100.00		0.00