Please do #11 in excel

money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock tund (S) 15% Bond fundB) 9 32% 23 The correlation between the fund returns is.15. 8. 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) 9. Draw a tangent from the risk-free rate to the opportunity set. What does your graph show for the expected return and standard deviation of the optimal risky portfolio? (LO 6-3) 10. What is the reward-to-volatility ratio of the best feasible CAL? (LO 6-3) 11. 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) .. What is the standard deviation of your portfolio? 6. What is the proportion invested in the T-bill fund and each of the two risky funds