A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term govenment and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 5.0%. The probability distribution of the risky funds is as follows: Expected Return Stock fund (S) Bond fund (B) Standard Deviation 40% 20 11% The correlation between the fund retums is 0.16 Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations and round your final answers to 2 decimal places. Omit the "%" sign in your response.) Portfolio invested in the stock Portfolio invested in the bond Expected retum Standard deviation 73.2 % 26.80 % | 9.667 11% 30.6771 %