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 4.3%. The probability distributions of the risky funds are Stock fund (5) Bond Fund () Expected Return 13 Standard deviation 34% 275 The correlation between the fund returns is 0630. Suppose now that your portfolio must yfeld an expected retum of 11% and be efficient, that is on the best feasible CAL What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate coleulations. Round your answer to 2 decimal ploces.) Proportion invested in the Tbilfund b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Proportion Invested Stocks Bonds