11 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 4.6%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (8) Expected Return 16% 7% Standard Deviation 36% sex The correlation between the fund returns is .0800. eBook Suppose now that your portfolio must yield an expected retum of 14% and be efficient, 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.) Print Standard deviation ferences b-1. What is the proportion invested in the T-bill fund? (Do not round Intermediate calculations. Round your answer to 2 decimal places) Proportion invested in the T-bil fund 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 Stocks Bonds