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 $5\mathrm{.}5\%.$ The probability distributions of the risky funds are: The correlation between the fund returns is $0\mathrm{.}25.$ Suppose now that your portfolio must yield an expected return of $14\%$ and be efficient, that is$,$ on the best feasible CAL. What is the standard deviation of your portfolio? What is the proportion invested in the T$-$bill fund? What is the proportion invested in each of the two risky funds?Required information

Section Break $(8-11)$

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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 $5\mathrm{.}5\%.$ The

probability distributions of the risky funds are:

The correlation between the fund returns is $0\mathrm{.}25.$

What is the standard deviation of your portfolio? $($Do not round intermediate calculations. Round your answer to $2$ decimal places.$)$ What is the proportion invested in the T$-$bill fund? $($Do not round intermediate calculations. Round your answer to $2$ decimal places.$)$ What is the proportion invested in each of the two risky funds? $($Do not round intermediate calculations. Round your answers to $2$ decimal places.$)$