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 sure rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.15 . If the portfolio has to yield an expected return of 12%, what proportion must be invested in stocks? (Enter your answer in percentage points. Round your answer to 2 decimal places.) 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 sure rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.15 . If the portfolio has to yield an expected return of 12%, what proportion must be invested in stocks? (Enter your answer in percentage points. Round your answer to 2 decimal places.)