A pension fund manager is considering three mutual tunds. I he tirst is a stock fund, the second is a long-term bond tund, and the thirc is a money market fund that provides a safe return of 5%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.09 . You require that your portfolio yield an expected return of 12%, and that it be efficient, that is, on the steepest feasible CAL. Required: a. What is the standard 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 below. What is the proportion invested in the money market fund and each of the two risky funds? Note: Round your answers to 2 decimal places