10 A pension fund manager is considering the mutual funds. The first is a stock fund, the second is a long tor government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 30The probability distributions of the sky funde oro Ketu Stock fun (5) 12% AIX Bond Tund (0) The correlation between the fund retums is 0567 Suppose now that your portfolio must yold an expected return of 9% and be officient, that is on the best feasible CAL a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decima places) Book References Standard deviation b.1. What is the proportion invested in the T-billfund? (Do not found intermediate calculations. Round your answer to 2 decimal places) Proportion invested in the Tobis fund b-2 What is the proportion invested in each of the two risky funds? (Do not round Intermediate calculations, Round your answers 10 2 decimal places) Proportion invested Stoci Bonds