A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe retum of 4%. The characteristics of the risky funds are as follows: The cotrelation between the fund returns is 0.12 . You require that your portfolio yieid an expected return of 12%, and that it be efficient, that is, on the steepest feasible CAL. a. What is the standard deviotion of your portfolio? (Round your answer to 2 decimal places.) b. Whot is the proporton invested in the money mokket fund and each of the two risky funds? (Round your answers to 2 decima) places.)