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 4%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.15. You require that your portfolio yield an expected return of 12%, and that it be efficient, that is, on the steepest feasible CAL. (Round your answer to 2 decimal places.) a. The proportion in the bond fund should be %3pts b. The mean of the optimal risky portfolio is and the standard deviation is 3 pts c. The standard deviation of your portfolio is \% 3pts d. The proportion invested in the money market fund should be \% 3pts 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 4%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.15. You require that your portfolio yield an expected return of 12%, and that it be efficient, that is, on the steepest feasible CAL. (Round your answer to 2 decimal places.) a. The proportion in the bond fund should be %3pts b. The mean of the optimal risky portfolio is and the standard deviation is 3 pts c. The standard deviation of your portfolio is \% 3pts d. The proportion invested in the money market fund should be \% 3pts