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 fund, and the third is a T-bill money market fund that yields a sure rate of 4.6%. The probability distributions of the risky funds are: The correlation between the fund returns is .0800. Suppose now that your portfolio must yield an expected return of 14% and be efficient, that is, on the best feasible CAL. a. What is the standard deviation of your portfolio? Standard deviation % What is the proportion invested in the T-bill fund? Proportion invested in the T-bill fund % What is the proportion invested in each of the two risky funds