The correlation between the fund returns is .13. 8 Tabulate and draw the investment opportunity set of the two risky funds. Ure invest ment proportions for the stock fund of 0 % to 100% in increments of 20% what expected return and standard deviation does your graph show for the minimum-varianc portfolio? (LO 6-2) 9. Draw a tangent from the risk-free rate to the opportunity set. What does your graph show for the expected return and standard deviation of the optimal risky portfolio LO 6-3 The correlation between the fund returns is .13. 8 Tabulate and draw the investment opportunity set of the two risky funds. Ure invest ment proportions for the stock fund of 0 % to 100% in increments of 20% what expected return and standard deviation does your graph show for the minimum-varianc portfolio? (LO 6-2) 9. Draw a tangent from the risk-free rate to the opportunity set. What does your graph show for the expected return and standard deviation of the optimal risky portfolio LO 6-3