A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a corporate bond fund and the third is a T-bill money market fund, which is considered risk free. The expected returns and standard deviations of the funds are: The correlation between the stock and bond fund is 0.10 a What are the stock and bond weights in the optimal risky portfolio? b. What is the expected return and standard deviation of the optimal risky portfolio