7 10 boints BE 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 43%. The probability distributions of the risky funds are Expected Return Standard deviation Stock fund (5) 13 Bond Fund (0 ON The correlation between the fund returns is 0630 Suppose now that your portfolio must yield an expected return of 11% 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.) book Berences Standard deviation b-1. What is the proportion invested in the Tbilfund? (Do not round intermediate calculations. Round your answer to 2 decimal places) Proportion invested in the Tobis 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 Bonde