A pension fund manager is considering three mutual funds. The first is a stock funds. The first is a stock fund, the second is long-term bond fund, and the third is a mony market fund that provides a safe return of 6%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.14. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio