A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: long-term govermment and corporate bond fund, and the third is a T-bill money marke Stock fund (S) Bond fund (B) Expected Return 16% 7% Standard Deviation 45 % 39% The correlation between the fund returns is 0385 Suppose now that your portfolio must yield an expected return of 14% and be efficient, tat is, on the best foasble CAL a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places) Standard deviation b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places,) Proportion invested in the T-bill fund b-2. unds? (Do not round intermediate calculations. Round your answers to 2 declmal places.) not What is the proportion invested in each of the two risky Proportion Invested Stocks Bonds