- Suppose that mutual fund A has an expected return of 10% and a standard deviation of 18%. Mutual fund B has an expected return of 15% and a standard deviation of 32%. The correlation coefficient between A and B is +0.2. (1) Please plot the feasible set or the opportunity set, i.e., attainable portfolios, by alternating the mix between the two funds. (2) What are the expected return and standard deviation for a portfolio comprised of 40% fund A and 60% fund B ? (3) Suppose that the risk-free asset has an expected return of 5%. Using only fund B and the risk-free asset, plot the feasible set. - Suppose that mutual fund A has an expected return of 10% and a standard deviation of 18%. Mutual fund B has an expected return of 15% and a standard deviation of 32%. The correlation coefficient between A and B is +0.2. (1) Please plot the feasible set or the opportunity set, i.e., attainable portfolios, by alternating the mix between the two funds. (2) What are the expected return and standard deviation for a portfolio comprised of 40% fund A and 60% fund B ? (3) Suppose that the risk-free asset has an expected return of 5%. Using only fund B and the risk-free asset, plot the feasible set