A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a fong-term bond fund, and the third is a money market fund that provides a sofe 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 refum 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.)