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$)1215$

The correlation between the fund returns is $0\mathrm{.}10.$

Tabulate the investment opportunity set of the two risky funds.