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 6%. The characteristics of the risky funds are as follows:

	Expected Return				Standard Deviation
Stock fund (S)		16	%			35	%
Bond fund (B)		12				15

The correlation between the fund returns is 0.13.

Portfolio invested in the stock
Portfolio invested in the bond
Expected return
Standard deviation