A pension fund manager is considering three mutual funds. The first is a stock fund with an expected return of 20% and a standard deviation of 25%. The second is a long-term goverment and corporate bond fund with an expected retum of 12% and a standard deviation of 17%. The third is a T-bill money market fund that yields a rate of 8%. The correlation between the stock and debts funds returnis is 0.35. Solve numerically for the proportions of each asset in the optimal risky portfolio Select one: O a. None of the above b. We = 75% and Wd 25% O c. We = 77% and Wd23 Od. We = 80% and Wd -20% e. We 83% and Wd179