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 tate of 5.5K. The probabitity distitbutions of the risky funds are The correlation between the fund returns is 0.25 Problem 6-11 (Algo) Suppose now that your portfolio must yield an expected return of ias and be efficient, that is, on the best feasible CAL. Required: o. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your snower to 2 declimal places.) b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 ploces.) b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your 2 decimal places.)