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 arate of 3.0%. The probability distribution of the risky funds is as follows:

Stock fund (S)12%(expected return) 41%(Standard Deviation) Bond fund (B) 5(expected return) 30(Standard deviation)

The correlation between the fund returns is 0.18.

Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio.(Do not round intermediate calculations and round your finalanswers to 2 decimal places.Omit the "%" sign in your response.)

Portfolio invested in the stock84.83 %

Portfolio invested in the bond 15.17%

Expected return10.94 %

Standard deviation _____% ? <----- need STD calculation