Tabulate and Draw the Investment Opportunity Set Of the Two Risky Funds. Use Investment Proportion For The Stock Fund of Zero to 100% in Increments of 10%

what are the investment proportion in the minimum variance portfolio of the two risky funds, and what is the expected value & standard deviation of its rate of return?

THE EXPECTED RETURN OF THIS TWO WEIGHTS FROM 0-100 10-90 20-80 30-70 40-60 50-50 60-40 70-30 80-20 90-10 100-0

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 Standard return deviation Stock fund (S) 20% 30% Bond Fund (B) 12% 15% Correlation between fund return is 0.10