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 rate of 4%. The probability distribution of the risky funds is as follows: Expected Standard Return Deviation Stock fund (S) 22 37% Bond fund (B) 14 23 The correlation between the fund returns is 0.10 You require that your portfolio yield an expected return of 15%, and that it be efficient, on the best feasible CAL a. What is the standard deviation of your portfollo? (Round your answer to 2 decimal places.) Standard deviation % b. What is the proportion invested in the T-billfund and each of the two risky funds? (Round your answers to 2 decimal places.) Proportion Invested T-binlund Stocks Bonds % % %