A pension fund manager is considering three mutual funds. The first is a stock fund with an expected return of 0.22 and a standard deviation of 0.32. The second is a long-term government and corporate bond fund with an expected return of 0.14 and a standard deviation of 0.15. The third is a T-bill money market fund that yields a rate of 0.08. The correlation between the stock and debts funds returns is 0.1. What is the proportion of optimal risky portfolio invested in the stock fund? Answer for part 1 What is the proportion of optimal risky portfolio invested in the debt fund ? Answer for part 2 What is the expected return of the optimal risky portfolio? Answer for part 3 What is the standard deviation of the optimal risky portfolio? Answer for part 4 What is the reward-to-volatility ratio of the optimal CAL ? Answer for part 5 How much will an investor with A=5 invest in the optimal risky portfolio? Answer for part 6 How much will an investor with A=5 invest in the T-bill money market fund? Answer for part 7 How much will an investor with A=5 invest in the stock fund? Answer for part 8 How much will an investor with A=5 invest in the long-term government and corporate bond fund ?