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 B%. The characteristics of the risky funds are as foliows: The correlation between the fund returns is 0.12. Solve numericaliy for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermedlate calculations. Enter your answers as decimals rounded to 4 places.) 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 5%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.09. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Enter your answer as a decimal rounded to 4 places.) 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 6%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.09 You require that your portfolio yield an expected return of 13%, and that it be efficient, that is, on the steepest feasible CAL. a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal places.) b. What is the proportion invested in the money market fund and each of the two risky funds? (Round your answers to 2 decimat places.)