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 $4\mathrm{.}2\%.$ The probability distribution of the risky funds is as follows:

$\backslash$table$[[,$Expected Return,Standard Deviation$],[$Stock fund $(S),12\%,33\%$