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 4x. The characteristics of the risky funds are as follows: The correlation between the fund returns is 009 You require that your pontolio yleid an expected return of 14, and that it be efficient, that is, on the steepest feasble CAL Pequired: a. What is the standerd deviation of your portfolio? b. What is the proportion invested in the money market fund and each of the two risky funds? Complete this question by entering your answers in the tabs betsw. What is the suandard oeviatien of your portfolio? Note: Found your answer to 2 fecimal places