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 return of 8%. The characteristics of the risky funds are as follows: Stock fund (S) Bond fund (B) Expected Return 23% 14 Standard Deviation 29% 17 The correlation between the fund returns is 0.12. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Answer is complete but not entirely correct. Portfolio invested in the stock Portfolio invested in the bond Expected return Standard deviation 0.2272 0.7728 0.1604 0.1539