168 300 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 ylelds a sure rate of 4.6%. The probability distributions of the risky funds are: Expected Seturn Standard deviation Stock fund (5) 361 sond tend () The correlation between the fund returns is 0800, 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.) Standard deviation 1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Properties invested in the bill 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