A pension fund manager is considering three mutual funds. The first is a stock fund with an expected return of 0.2 and a standard deviation of 0.3. The second is a long-term government and corporate bond fund with an expected return of 0.12 and a standard deviation of 0.16. The third is a T- bill money market fund that yields a rate of 0.09. The correlation between the stock and debts funds returns is 0.12. 1-What is the proportion of optimal risky portfolio invested in the stock fund ? 2-What is the proportion of optimal risky portfolio invested in the debt fund? 3-What is the expected return of the optimal risky portfolio? 4-What is the standard deviation of the optimal risky portfolio? 5-What is the reward-to-volatility ratio of the optimal CAL? 6-How much will an investor with A=5 invest in the optimal risky portfolio? 7-How much will an investor with A=5 invest in the T-bill money market fund? 8-How much will an investor with A=5 invest in the stock fund? 9-How much will an investor with A=5 invest in the long-term government and corporate bond fund