A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond funid, and the third is a money market fund that provides a safe return of 8%. The characteristics of the risky funds are as follows: The cotrelation befween the fund returns is 0.10. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfollo. (Do not round intermediate calculations. Enter your answer as decimals rounded to 4 places.)