A pension fund manager is considening 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 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.10 . Suppose now that your portfolio must yleld an expected retum of 13% and be efficient, that is, on the best feasible CAL. Required: a. What is the standard devation of your portfolio? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) b-1. What is the proportion invested in the T-bill fund? (Do not round Intermediate calculations. Round your answer to 2 decimal ploces.)