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. $5.$

Stock fund $($S$)20\%30\%$

Bond fund $($B$)1215$

The correlation between the fund returns is $\mathrm{.}10$ Tabulate and draw the investment opportunity set of the two risky funds. Use investment proportions for the stock fund of $0\%$ to $100\%$ in increments of $20\%.$