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 $5\mathrm{.}0\%.$ The probability distribution of the risky funds is as follows:

$\backslash$table$[[,$Expected Return,Standard beviation$],[$Stock fund $(S),11\%,40\%$