COP: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill that yields a risk-free rate of 4.7%. The probability distribution of the risky funds is as follows: Standard Expected Return Deviation 17% 37% 8 31 Stock fund (5) Bond fund (B) The correlation between the fund returns is 0.17. What is the equation of the optimal portfolio CAL line