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 $9\%.$ The characteristics of the risky funds are as follows:

$\backslash$table$[[,$Expected Return,Standard Deviation$],[$Stock fund $(S),20\%,358],[$Bond fund $(B),11,15]]$

The correlation between the fund returns is $0\mathrm{.}09.$

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.$)$

$\backslash$table$[[$Portfolio invested in the stock$],[$Portfolio invested in the bond$],[$Expected return$],[$Standard deviation$]]$