A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a longer government and corporate bond fund, and the third is a T-bill money market fund that yields a sure term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.4%. The probability distributions of the risky funds are The correlation between the fund returns is 0684 Suppose now that your portfolio must yield an expected return of 13% 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 What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the T-bill fund What is the proportion invested in each of the two risky funds'? (Do not round intermediate calculations. Round your answers to 2 decimal places.)