A portfolio Manager is considering investing in two ruky funds. The first fund is composed of bonde while the second Amd is fully invested in stock The Treasury bill rate is 6% Standard Deviation Expected Return 89 Bond Fund (B) 1394 Stock Fund (S) 1294 18% The correlation between the two funds is 0.4 1. What are the weights of Band in the minimum-variance portfolio of the two risky fundi? 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 rak wenion 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 funda? b. What is the standard deviation of your portfolio? AITAN F10 Mac