Consider a risky portfolio consisting of a bond fund and a stock fund. The bond fund offers an expected rate of return of 5% with a standard deviation of 8%. The stock fund offers an expected rate of return of 10% with a standard deviation of 16%. Finally, the to -1 correlation coefficient between the returns on the bond and stock funds, pBs, is equal (a) Find the investment proportions in the bond and stock fund, wa and ws, that result in a portfolio with a standard deviation of zero. (b) Draw the investment opportunity set of the bond and stock funds above assuming that short sales are not alloved, i.e.,0 S wn 1 and Os ws 1