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A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term govement and corporate bond lund, and the third is all money fund that yields a rate of 5.5%. The probability distribution of the risky funds is as follows Expected Rotum Standard Deviation Stock fund (S) 15% 32% Bordlund (B) 23 The correlation between the fund returns is 0.15 Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not found intermediate calculations and round your final answers to 2 decimal places.) Portfolio invested in the stock Portfolio invested in the bond Expected return Standard deviation