7 O 4 of 4 Required information Section Break (8-11) [The following information applies to the questions displayed below.) 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 bill money market fund that yields a sure rate of 5,5%. The probability distributions of the risky funds are: 9 nts co Standard deviation Stock fund (5) bond fund (0) Expected Return 163 10% lloberce The correlation between the fund returns is 0.20 Problem 6-11 (Algo) Suppose now that your portfolio must yield an expected return of and be efficient, that is on the best feasible CAL Required: a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places) Standard deviation Dar Nave