A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long$-$term bond fund, and the third

is a money market fund that provides a safe return of $6\%.$ The characteristics of the risky funds are as follows:

The correlation between the fund returns is $0\mathrm{.}13.$

Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio.

Note: Do not round intermediate calculations. Enter your answers as decimals rounded to $4$ places.

Portfolio invested in the stock

Portfolio invested in the bond

Expected return

Standard deviation