Thembeka, a businesswoman, is interested in investing in an optimal portfolio and has approached you for advice on how she can allocate her investment of R1 million in Bond and stock funds. She has generated information on the universe of available securities which includes bond and stock funds and Treasury bills. The data for the universe are as follows:

	Fund A (bond portfolio)	Fund B (stock portfolio)	T-bills
Expected Return	10%	30%	5%
Standard deviation	20%	60%	0
The correlation coefficient between fund A and B is - 0.2

To have an optimal risky portfolio Thembeka invests % in Fund A and % in Fund B, and she will have an expected return of %. The standard deviation of Thembekas optimal risky portfolio is % and its reward-to-volatility ratio of the best feasible CAL is .