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 5.7% The probability distributions of the risky funds are: Expected Return 18% stock fund (5) Standard Deviation 47% Bond fund (8) 7% The correlation between the fund returns is 0317. Suppose now that your portfolio must yield an expected return of 16% and be efficient, that is, on the best feasible CAL What is the standard deviation of your portfollo? (Do not round intermediate 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 Intermediate 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 intermediate calculations. Round your answers to 2 decimal places) Proportion invested Stocks % Bonds % 18.d