A pension fund manager considering the mutual funds. The first is a stock fund, the condis a long-term government and corporate bond fund, and the third is a bit money market fund that yields a sure rate of 3.0. The probability distributions of the sky funds are San Stock Funds) 12 fond fund D. The correlation between the fund roturns is 0667 Suppose now that your portfolio must yold an expected return of and be officient, that on the best feasible CALL a What is the standard deviation of your portfolio? (Do not round Intermediate calculations, Round your answer to 2 decimal places Standard deviation b. What is the proportion invested in the T-bil fund? (Do not round intermediate calculations, Round your answer to 2 decimal places) Proportion isted in DT-billund 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