A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a corporate bond fund, and the third is a T-bill money market fund (the risk-free asset) that yields a sure rate of 5.5%. The probability distributions of the risky funds are: Expected return on S = 15% Expected return on B = 9% Standard Deviation on S = 32% Standard Deviation on B = 23% The correlation between the fund returns is 0.15. What is the portfolio weight for the stock fund in the minimum-variance portfolio? What is the portfolio weight for the corporate bond fund in the optimal risky portfolio? What is the standard deviation of the optimal risky portfolio? What is the Sharpe ratio for the best feasible CAL? Suppose now that your complete portfolio (C) must yield an expected return of 12% and be efficient, that is on the best feasible CAL. What should be the weight (y) allocated to the optimal risky portfolio?