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 that yields a risk-free rate of 4.7%. The probability distribution of the risky funds is as follows: Stock fund (5) Bond fund (B) Standard Expected Return Deviation 17% 37% 8 31 The correlation between the fund returns is 0.17. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. Find the following Components: Portfolio invested in the stock (Ws) Portfolio invested in the bond (Wb) Expected return (E(rp) Standard deviation