A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 5%. The characteristics of the risky funds are as follows 10 Dos Stock Fund (5) Hond fund (0) Expected return 17% 13 Standard deviation 383 15 The correlation between the fund returns is 0.12 cBook You require that your portfolio yield an expected return of 12%, and that it be efficient that is on the steepest feasible CAL 6. What is the standard deviation of your portfolio (Round your answer to 2 decimal places.) References Standard deviation b. What is the proportion invested in the money market fund and each of the two risky funds? (Round your answers to 2 decimal ploces.) Proportion Invested Money market lund Stocks Bonds