Refer to the information in Forum 2.17. Tabulate the investment opportunity set of the two risky funds. Use investment proportions for the stock fund of 0% to 100% in increments of 20%. Indicate the relevant values of the proportion of money in each fund, the expected return and standard deviation corresponding to the tangency portfolio (optimal portfolio). Solve numerically these values. (Verify for yourself the graph for that investment opportunity set.) A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money mutual fund that provides a safe return of 8%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.10. What are the investment proportions in the minimum-variance portfolio of the two risky funds? Refer to the information in Forum 2.17. Tabulate the investment opportunity set of the two risky funds. Use investment proportions for the stock fund of 0% to 100% in increments of 20%. Indicate the relevant values of the proportion of money in each fund, the expected return and standard deviation corresponding to the tangency portfolio (optimal portfolio). Solve numerically these values. (Verify for yourself the graph for that investment opportunity set.) A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money mutual fund that provides a safe return of 8%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.10. What are the investment proportions in the minimum-variance portfolio of the two risky funds