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 Return	Standard Deviation
Stock fund (S)	20%	30%
Bond fund (B)	12	15

The correlation between the fund returns is 0.10.

Tabulate the investment opportunity set of the two risky funds. (Round your answers to 2 decimal places. Omit the "%" sign in your response.)

Proportion in Stock Fund	Proportion in Bond Fund	Expected Return	Standard Deviation
0.00%	100.00%	%	%
17.39	82.61
20.00	80.00
40.00	60.00
45.16	54.84
60.00	40.00
80.00	20.00
100.00	0.00