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 $7\%.$ The probability distribution of the risky funds is as follows:

$\backslash$table$[[,\backslash$table$[[$Expected$],[$Return$]],\backslash$table$[[$Standard$],[$Deviation$]]],[\backslash$table$[[$Stock fund $($S$)],[$Bond fund $(B)$