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 4.6%. The probability distribution of the two risky funds is as follows:

	Expected Return	Standard Deviation
Stock fund (S)	16%	36%
Bond fund (B)	7%	30%

The correlation between the two fund returns is 0.16.

Compute the proportions of stock fund and bond fund of the optimal risky portfolio, and calculate the expected return and standard deviation of the optimal risky portfolio. Assume that short sales of mutual funds are allowed. (Do not round intermediate calculations. Enter your answer as a percentage rounded to two decimal places.)

Proportion invested in the stock fund	%
Proportion invested in the bond fund	%
Expected return	%
Standard deviation	%