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 ylelds a sure rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.15. Problem 6-11 (Algo) Suppose now that your portfolio must yleld an expected return of 14% and be efficlent, that Is, on the best feasible CAL. Required: a. What is the standard devlation of your portfolio? (Do not round Intermedlate calculations. Round your answer to 2 decimal olaces.) -1. What is the proportion invested in the T-bill fund? (Do not round Intermedlate calculations. Round your answer to 2 decimal olaces.) 0-2. What is the proportion invested in each of the two risky funds? (Do not round Intermedlate calculations. Round your answers to 2 decimal places.)