Scenario	Probability	Rate of return of stock fund (%)	Rate of return of bond fund (%)
Crash	0.1	-30	-5
Poor	0.4	-2	12
Good	0.3	15	4
Excellent	0.2	40	2

Suppose an investor forms a portfolio with stock and bond funds. Find the investment opportunity set in differing proportions. (Fill the blank)

Weights in stock fund	Portfolio expected return	Portfolio standard deviation
0.0	?	?
0.2	?	?
0.4	?	?
0.6	?	?
0.8	?	?
1.0	?	?