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 4%. The probability distribution of the risky funds is as follows: Stock fund (S) Bond fund (8) Expected Return 19% 10 Standard Deviation 34% 18 The correlation between the fund returns is 0.11. You require that your portfolio yield an expected return of 12%, and that it be efficient, on the best feasible CAL a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal places.) Standard deviation b. What is the proportion invested in the Tubill fund and each of the two risky fundet (Round your answers to 2 decimal places) Proportion Invested Tobu fund Stoch