If you can only use stock fund and bond fund to build a portfolio that generates an expected return of 10%. What is the proportion invested in the bond fund? What is the sharp ratio of your portfolio? Use the template given below to tabulate and draw the investment opportunity set of the two risky funds. Use investment proportions for the stock fund of 0% to 100% in increments of 10%. Use formular or solver function to find the weights for stock and bond funds that generate the minimum-variance portfolio. Compute the expected return and standard deviation of the minimum-variance portfolio (30 points) 10% Return potfolio W_stock= W_bond= Ret_p STD_p Sharpe p W_stock- W_bond- 1 0.9 0.8 0.7 0.6 0.5 0.4 0.3 0.2 0.1 0 0 0.1 0.2 0.3 0.4 0.5 0.6 0.7 0.8 0.9 1 STD_p= Ret_p= 1.2 1 0.8 0.6 0.4 0.2 0 0 0.2 0.4 Ret_p= 0.6 0.8 1 1.2 Minimum STD portfolio W_stock- W_bond- Ret_p STD_p