A portfolio Manager is considering investing in two risky funds. The first fund is composed of bonde while the second time is filly invested in stock The Treasury bill rate is 6% Standard Deviation Expected Return 8% Bond Fund (B) 13% Stock Fund (S) 1296 18% The correlation between the two funds is 0.4 1. What are the weights of Band Sin the minimum.variance portfolio of the two risky fund? 2. Find the composition of the optimal risky portfolio 3. Calculate the expected return of the optimal risky portfolio 4. Calculate the standard deviation of the optimal risky portfolio 5. What is the weight of the risky portfolio (composed of Band S) in the optimal complete portfolio of an investor with a degree of riak wmion equal 6. You require that your portfolio yield an expected return of 13%, and that it be efficient, on the best feasible CAL a. What is the proportion invested in the T-bill and each of the two risky funds? b. What is the standard deviation of your portfolio AITAN F10 Mac