A pension fund manager is considering three mutual funds. The first is a stock fund with an expected return of 20\% and a standard deviation of 25% . The second is a long -term government and corporate bond fund with an expected return of 12% and a standard deviation of 17%. The third is a T-bill money market fund that yields a rate of 8%. The correlation between the stock and debts funds returns is 0.35. Solve numerically for the proportions of each asset in the optimal risky portfolio