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 rate of 4.6%. The probability distribution of the two risky funds is as follows: Expected Return Standard Deviation Stock fund (5) 16% 36% Bond fund (B) 7% 30% The correlation between the two fund returns is 0.16. Compute the proportions of stock fund of the optimal risky portfolio. Assume that short sales of mutual funds are allowed