15 A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long term bond fund, and the third is a money market fund that provides a safe return of 7%. The characteristics of the risky funds are as follows: Expected Return Standard deviation Stock fund (5) 35 Bond fund (8) 184 15 20 84 The correlation between the fund returns is 0.12. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Portfolio invested in the stock Portfolio invested in the bond Expected return Standard deviation 19 9680 47.5420 15.8873 12.4580