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 8%. The chatacteristics of the risky funds are as follows: The correiation between the fund returns is 0.11 Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolia (Do not round intermediate ealeulations. Enter your answers as decimals rounded to 4 places.)