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 rate of 6%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation 36% Stock fund (S) 21% 13 Bond fund (B) 22 The correlation between the fund returns is 0.13. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations. Enter your "Expected return" and "Standard deviation" answers as percentage rounded to 2 decimal places and remaining answers rounded to 4 decimal places.) Portfolio invested in the stock Portfolio invested in the bond Expected return % Standard deviation