moncy market fund that yields a sure rate of $5\mathrm{.}5\%.$ The probability distributions of the

risky funds are:

The correlation between the fund returns is $\mathrm{.}15.$

Tabulate and draw the investment opportunity set of the two risky funds. Use invest$-$

ment proportions for the stock fund of $0\%$ to $100\%$ in increments of $20\%.$ What

expected return and standard deviation does your graph show for the minimum$-$variance

portfolio? $($LO $6-2)$

Draw a tangent from the riak$-$free rate to the opportunity set. What does your graph

show for the expected retum and standard deviation of the optimal risky portfolio?

$($LO $6-3)$

What is the reward$-$to$-$volatility ratio of the best feasible CAL? $($LO $6-3)$

Suppose now that your portfolio must yield an expected return of $12\%$ and be efficient,

that is$,$ on the best feasible CAL. $($LO $6-4)$

a$.$ What is the standand deviation of your portfolio?

b$.$ What is the proportion invested in the T$-$bill fund and each of the two risky funds? Please Solve in Excel. Just need hat is the reward$-$to$-$volatility ratio of the best feasible CAL?