ne data apply to Problems 812. A pension fiand manager is considering three mutual funds. ne first is a stock fund, the second is a long-term government and mrporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.5%. ne probability distril"tions of risky funds are: 9 ne correlation the fund returns is .15. 8. Tabulate and draw the investment opprtunity Of the two risky finds. nwnt provrtions for the stock fund of to I (IN in increnwnts of What exFcted return and standard deviation d'Es your graph show br the minimum-variance prtfilio? (LO 6-2) 8. 15%, 32%, 6B = 23%, c = 0.15, 5% note wun(S) 529 110.4 529 (2 *110.4) 1-.3142 -.6858 - -3142 The mean and standard deviation ofthe minimum variance portfolio are: E(rmin)= 10.89%