Question #$7$: Asset Allocation and Security Allocation

Suppose an investor has a chovice menong three wesets: Vangead Long$-$Tem Bond Index Murual Fund $($Asset A$)$; Vanguard Total Stock Index Mutual Fund $($Asset B$),$ and Treasury bills which are the risk$-$free asset.

The expected return and variance of the individual assets are shown below:

$\backslash$table$[[$Asset$,$Espected Return E$($r$),$Variance $({}^l)$