This problem corresponds to problems $7-9$ in the Chapter $7$ Problem Set.

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 $6\%.$ The characteristics of the risky funds are as follows:

$\backslash$table$[[,\backslash$table$[[$Expected$],[$Return$]],\backslash$table$[[$Standard$],[$Deviation$]]],[$Stock fund $($S$),21\%,36\%$