Use the following data to answer A fund manager is considering three managed funds. The first is a share fund, the second is a long-term government and corporate bond fund and the third is a cash fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expected return Standard deviation 32% Share fund (S) Bond fund (B) 15% 9 23 The correlation between the fund returns is 0.15. 8. Tabulate and draw the investment opportunity set of the two risky funds. Use investment proportions for the share fund of 0 to 100% in increments of 20%. What expected return and standard deviation does your graph show for the minimum-variance portfolio? LO 6.5, LO 6.7 ur ranh show for the expected return