A penston fund manager is considering three mutual funds. The first is a stock fund (expected return

=20%

, standard deviation

=30%

), the second is a long-term bond fund (expected return

=12%

, standard deviation

=15%

), and the third is a money market fund that provides a safe return of

8%

. The correlation between the fund returns is .10 .\ Tabulate and draw the investment opportunity set of the two risky funds. Use investment proportions for the stock fund of

0-100%

in increments of

20%

. Upload the completed file.

A penston fund manager is considering three mutual funds. The first is a stock fund (expected return =20%, standard deviation =30% ), the second is a long-term bond fund (expected return =12%, standard deviation =15% ), and the third is a money market fund that provides a safe return of 8%. The correlation between the fund returns is .10 . Tabulate and draw the investment opportunity set of the two risky funds. Use investment proportions for the stock fund of 0100% in increments of 20%. Upload the completed file