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:

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.)

\begin{tabular}{lcc} & ExpectedReturn & StandardDeviation \\ \hline Stock fund (S) & 20% & 30% \\ Bond fund (B) & 12 & 15 \end{tabular}