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 retuin of 7%. The characteristics of the risky funds are as foilows: The correlation between the fund teturns is 0.12 . You require that your portfolio yleid an expected return of 13%, and that if be efficient, that is, on the steepest feasible CAL: o. What is the standard deviation of your portlollo? (Round your answer to 2 decimal places.) b. What is the proportion imvested in the money market fund and each of the two risky funds? (Round your answers to 2 decimal ploces.)