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 yield a rate of 8%. The probability distribution of the risky funds is as follows: The correlation between the fund returns is 0.10 What are the investment proportions of each asset in the optimal risky portfolio? What are the expected return and standard deviation of the optimal risky portfolio? What is the Sharpe ratio of the best feasible CAL? You require that your portfolio yield an expected return of 12%, and that it be efficient, on the best feasible CAL, what is the standard deviation of your portfolio? If you were to use only the two risky funds, and still require an expected return of 12%, what would be the investment proportions of your portfolio