You have estimated the following investment opportunity set from a stock fund (S) and a bond fund (B). 12.0% s 10.0% Expected Return (%) 8.0% F 6.0% 4.0% B 2.0% 0.07 0.0% 5.0% 10.0% 15.0% 20.0% 25.0% Standard Deviation (%) Which of the followings is not correct about the above investment opportunity set? F is the minimum-variance portfolio which dominates both B and S S is included in the efficient frontier F is a risk-free portfolio The correlation between B and Sis -1