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 money market fund that yields a sure rate of 4.9%. The probability distributions of the risky funds are Expected Return 10% 5% Standard Deviation 39% stock fund (S) Bond fund (D) * The correlation between the fund returns is 1003D. Suppose now that your portfolio must yield an expected return of 8% and be efficient, that is, on the best feasible CAL. a. What is the standard deviation of your portfolio? (Do not round intermediate calculations Round your answer to 2 decimal places.) Standard deviation b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Propoftibn invested in the T-billfund in b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to decimal places) Proportion Invested