The following data apply to Problems 4 through 10: A pension fund manager is con- sidering three mutual funds. The first is a stock fund, the second is a long-term govern- ment 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: Expected Return Stock fund (S) 20% Bond fund (B) 12 Standard Deviation 30% 15 The correlation between the fund returns is .10. 4. What are the investment 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? 5. Tabulate and draw the investment opportunity set of the two risky funds. Use investment pro- portions for the stock fund of zero to 100% in increments of 20%. 6. 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 portfolio?