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 $0\mathrm{.}14.$

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. Enter your answers as decimals rounded to $4$ places.$)$

$($PLEASE CORRECT ALL $4$ ANSWERS$)$