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 tund, and the third is a l-bill money market tund that yields a sure rate of 5./%. The probability distributions of the risky funds are: Expected Return 186 Standard Deviation 4/% Stock fund (3) Rond find () The correlation between the fund returns is 0317. Suppose now that your portfolio must yield an expected return of 16% and be efficient, that is on the best feasible CAL. a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation D % b-1. What is the propo tion invested in the l bill tund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the l-bill fund b-2. What is the proportion invested in cach of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Proportion Invested Stocks Bunids