Just question 5 please. Solution manual professor provided doesn't show steps so please show how you arrived at the answer too.

The following data apply to Problems 4 through 10: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 8%. The characteristics of the risky funds are as follows: Expected Return Standard Deviation Stock fund (S) 20% 30% Bond fund (8) 12 15 The correlation between the fund returns is .10. 4. What are the investment proportions in the minimum-variance portfolio of the two risky funds, and what are the expected value and standard deviation of its rate of return? 5. 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%. N