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 $5\mathrm{.}5\%.$ The probability

distributions of the risky funds are:

The correlation between the fund returns is $0\mathrm{.}10.$

Suppose now that your portfolio must yleld an expected return of $14\%$ and be efficlent, that is$,$ on the best feasible CAL.

Requlred:

a$.$ What is the standard deviation of your portfolio? $($Do not round Intermedlate calculations. Round your answer to $2$ decimal

places.$)$

Standard deviation

$\%$

b$-1.$ What is the proportion Invested in the T$-$bill fund? $($Do not round Intermedlate calculations. Round your answer to $2$ decimal

places.$)$

Proportion invested in the T$-$bill fund

$\%$

b$-2.$ What is the proportion Invested in each of the two risky funds? $($Do not round Intermedlate calculations. Round your answers to

$2$ decimal places.$)$