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 Standard Deviation Stock fund (S) 10 % 39 % Bond fund (B) 5 % 33 % The correlation between the fund returns is .0030. 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? b-1. What is the proportion invested in the T-bill fund? b-2. What is the proportion invested in each of the two risky funds? Stocks: Bonds: