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 5.5%. The probability distributions of the risky funds are: Expected Retur 15 % 9% Standard Deviation Stock fund (S) Bond fund (B) 32 % 23% The correlation between the fund returns is 0.15 a. What would be the investment proportions of your portfolio if you were limited to only the stock and bond funds and get an expected return of 12%? Investment Proportions Stocks Bonds b. Calculate the standard deviation of the portfolio which yields an expected return of 12%. (Do not round intermediate calculations. Round your answer to 2 decimal places. You need the variance formula for the sum of two variables) Standard deviation