Use the following information for the next four (4) questions A pension fund is considering three mutual funds. The first is a stock fund, the second is a bond fund, and the third is a money market fund yielding 1%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock Fund (S) 10% 20% Bond Fund (B) 5% 12% The correlation between the fund returns is -0.10 (i.e. negative). 30. Calculate the weights on stocks (Ws) and bonds (wb) associated with the Minimum Variance Portfolio. a. (Ws=24% , Wb=76%) b. (Ws=74% , Wb=26%) C. (Ws=50% , Wb=50%) d. (Ws=28% , Wb=72%) 31. Calculate the expected return for a portfolio with 70% of assets invested in stocks and 30% invested in bonds. a. 6.5% b. 7.5% C. 8.5% d. 9.5% 32. Calculate the standard deviation for a portfolio with 50% of assets invested in stocks and 50% invested in bonds. a. 13.21% b. 9.67% C. 11.14% d. 17.52% 33. Find the weights on stocks (Ws) and bonds (wb) associated with the optimal tangency portfolio. a. (Ws=33% , Wb=67%) b. (Ws=43%, Wb=57%) C. (Ws=53% , Wb=47%) d. (Ws=73% , Wb=27%)