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 rate of 5%. The probability distribution of the risky funds is as follows: Expected Return Stock Fund (5) Bond fund (3) Standard Deviation 388 16 224 12 The correlation between the fund returns is 0.10. You require that your portfolio yield an expected return of 14%, and that it be efficient, on the best feasible CAL. a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal places.) Standard deviation b. What is the proportion invested in the T-bill find and each of the two risky funds? (Round your answers to 2 decimal places.) T-bill fund Proportion Invested % % Stocks Bonds %