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 government and corporate bond fund with an expected return 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 returns is 0.35. Solve numerically for the proportions of each asset in the optimal risky portfolio. Select one: a. We = 80% and Wd = 20% b. We = 75% and Wd = 25% c. None of the above d. We = 83% and Wd = 17% e. We = 77% and Wd = 23%