A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long term govment and corporate bond fund, and the third is a T-bill money market fund that yields a rate . The probelly distributie the risky funds is as follows: 200 Stock fund (s) hand fund (3) The correlation between the fund returns is 0.10 You require that your portfolio yield an expected return of 14%, and that it be efficient on the best feasible CAL a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal places.) Standard deviation b. What is the proportion invested in the T-bil und and each of the two risky funds? (Round your answers to 2 decimal places.) Proportion Invested