Given the following information on stock and bond return, standard deviation and correlation, please tabulate the investment opportunity set with increment of 10% in weight. Please calculate the portfolios' return, standard deviation and Sharpe ratio. You can work on it in excel and copy the table from Excel and paste it in the answer section.

	Expected	Standard
	Return	Deviation	Correlation
Stock	0.12	0.25	0.2
Bond	0.06	0.10
T-Bill	0.04	0

Stock Weight	Bond Weight	Portfolio Return	Portfolio Standard Deviation	Portfolio Share Ratio
1	0
0.9	0.1
0.8	0.2
0.7	0.3
0.6	0.4
0.5	0.5
0.4	0.6
0.3	0.7
0.2	0.8
0.1	0.9
0	1