A pension fund manager is considering two mutual funds. The first is a stock fund. The second is a long-term government and corporate bond fund. The probability distributions are as follows: Stock Fund Bond Fund Expected Return 10% 5% Standard Deviation 16% 8% The correlation between the fund returns is 0.30. A. In the provided Excel file, the weights vary from -0.2 to 1.2 for the stock and bond, where the weight increases by 10% each time. Please compute the expected returns and standard deviations of portfolios. Hints: E(rp) = wpE(rp) + wsE(rs) o} = (WBOB)2 + (wg0s)2 + 2(WBOB)(w50s)PBS B. Based on your calculations, please draw the efficient frontier for the investment opportunity set of the two funds. A pension fund manager is considering two mutual funds. The first is a stock fund. The second is a long-term government and corporate bond fund. The probability distributions are as follows: Stock Fund Bond Fund Expected Return 10% 5% Standard Deviation 16% 8% The correlation between the fund returns is 0.30. A. In the provided Excel file, the weights vary from -0.2 to 1.2 for the stock and bond, where the weight increases by 10% each time. Please compute the expected returns and standard deviations of portfolios. Hints: E(rp) = wpE(rp) + wsE(rs) o} = (WBOB)2 + (wg0s)2 + 2(WBOB)(w50s)PBS B. Based on your calculations, please draw the efficient frontier for the investment opportunity set of the two funds