Saved 70 A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 8%. The probability distribution of the risky funds is as follows: Expected Return 2ex 12 Standard Deviation 30% 15 Stock fund (5) Bond fund (B) The correlation between the fund returns is 0.10 Tabulate the investment opportunity set of the two risky funds. (Round your answers to 2 decimal places.) Expected Return Standard Deviation % Proportion in Stock Fund 0.001% 20.00 40.00 Proportion in Bond Fund 100 00 % 80.00 60.00 40.00 20.00 0.00 60.00 B0.00 100 00