Question: Expected Return Standard Deviation stock fund (s) 20% 30% stock fund (b) 12 15 The correlation between the fund returns is .10. Tabulate and draw

Expected Return Standard Deviation
stock fund (s) 20% 30%
stock fund (b) 12 15

The correlation between the fund returns is .10.

Tabulate and draw the investment opportunity set of the two risky funds. Use investment propor-tions for the stock fund of 0% to 100% in increments of 20%.

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