d$.$ It must include all individual securities$.$

The following data apply to Problems $4$ through $10$: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long$-$term bond fund, and the third is a money market fund that provides a safe return of $8\%.$ The characteristics of the risky funds are as follows:

$\backslash$table$[[$of $8\%,,$Expected Return,Standard Deviation$],[,$Stock fund $(S),20\%,30\%-$