A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Stock fund (5) Bond fund (B) Expected Return 15% 9% Standard Deviation 32% 23% The correlation between the fund returns is 0.15. Suppose now that your portfolio must yleld an expected return of 12% and be efficient, that is on the best feasible CAL. a. What is the standard deviation of your portfolio? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) Standard deviation 26.46 % b-1. 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 96 b-2. What is the proportion invested in each of the two risky funds? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Proportion Invested 57.46% Stocks Bonds 32.58%