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 rate of 5.5%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 16% 36% Bond fund (B) 10% 27% The correlation between the fund returns is 0.10.

Find the following

Portfolio invested in the stock % Portfolio invested in the bond % Expected return % Standard deviation %