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A pension fund manager has a choice of investing in following too risky mutual funds correlation stock fund bond fund = zero 0 1. what are the investment proportions in the minimum risk portfolio composed from the two risky funds 2. What is the expected return and standard deviation of the minimum risk portfolio 3. should anyone consider investing in the following portfolios composed from the two risky funds: P(1,0)?P(.9,.1)?,P(.6,4)?P(.4,.6)?P(.2,.8)?P(0,1)