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 3%. The expected returns and standard deviation for the risky funds are: Expected Return Standard Deviation Stock Fund (S) 14% 22% Bond Fund 5% 13% (B) The correlation between the fund returns is 0.0030. What are the portfolio weights for each asset when forming the optimal risky portfolio? Stock Fund Wgt -58.0%; Bond Fund Wgt - 42.0% Stock Fund Wgt = 69.8%; Bond Fund Wgt = 30.2% Stock Fund Wgt - 66.0%: Bond Fund Wgt - 34.0%! Stock Fund Wgt - 33.5%; Bond Fund Wgt - 66.5%