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 5.8%. The probability distribution of the risky funds is as follows:

	Expected Return	Standard Deviation
Stock fund (S)	19%	48%
Bond fund (B)	9	42

The correlation between the fund returns is 0.18. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio.