The following data applies to Questions 4 to 10. A pension fund manager is considering three investment options. The first is a stock fund, the second is a corporate bond fund, and the third is a T-bill money market fund (the risk-free asset) that yields a sure rate of 5.5%. The probability distributions of the risky funds are Expected return (%) Stock fund (S) 15 Bond fund (B) The correlation between the fund returns is 0.15 Standard Deviation (%) 32 23 What is the covariance of the stock fund and the bond fund (in decimal) 0.00011 O 1.1 0.011