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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:- The correlation between the fund returns is 0.10 Question 1 What are the investments proportions in the minimum-variance portfolio of the two risky funds, and what is the expected value and standard deviation of its rate of return? Question 2 Tabulate and draw the investment opportunity set of the two risky funds. Use investment proportions for the stock fund of zero to 100% in increments of 20%