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 $5\mathrm{.}5\%.$ The probability distributions of the

risky funds are:

The correlation between the fund returns is $0\mathrm{.}25.$

Required:

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.$)$