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 ${?}_2$ T$-$bill money market fund that yields a sure rate of $5\mathrm{.}5\%.$ The probability distributions of the risky funds are:

$\backslash$table$[[,$Expected Return,Standard Deviation$],[$Stock fund $(5),16\%,328],[$Bond fund $(B),10\%,23\%$