11 10 450 161 78 A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expected Meturn itandard deviation Stock Fund (6) Bond fund ta) 394 The correlation between the fund returns is.0385 Suppose now that your portfolio must yield an expected return of 14% and be efficient that is on the best feasible CAL a. What is the standard deviation your portfolio? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) B Standard deviation b. What is the proportion invested in the bill fund? (Do not round Intermediate calculations. Round your answer to 2 decimal places) Proponon inued in the bill tund b 2. What is the proportion invested in each of the two risky funds? (Do not round Intermediate calculations, Round your answers to 2 decimal places.) 11 The correlation between the fund returns is 0385. Suppose now that your portfolio must yield an expected return of 14% 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 decimal places) 10 points Standard deviation Print b-1. What is the proportion invested in the T-bil fund? (Do not round intermediate calculations, Round your answer to 2 decimal places.) References Proportion invested in the billund b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Proportion invested Stoo Bonds % %