A pension fund manager is considering three mutisal funds. The fost is a stock fund, the second is a long term government and A pension fund manager is considering three moner funds. The fast is a stock fund, the second is a iong term government and funds is as follows The correlation between the fund retums is 019 Solve numencalily for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. Do not round intermediate calculations and round your final answers to 2 decimal ploces. Omit the " response.)