A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a

long$-$term bond fund, and the third is a money market fund that provides a safe return of $7\%.$ The

characteristics of the risky funds are as follows:

The correlation between the fund returns is $0\mathrm{.}12.$

Solve numerically for the proportions of each asset and for the expected return and standard

deviation of the optimal risky portfolio. $($Do not round intermediate calculations. Write your

answers as decimals rounded to $4$ places.$)$