A pension fund manager is considering to construct a portfolio with three funds. Two risky and a risk free one. The risky ones are a stock fund, and a long-term corporate bond fund. The risk free mutual fund is a Treasury fund that has a rate of return equal to 8%. The expected returns and standard deviation of the 2 risky mutual funds are given below: Expected Return Standard Deviation 20% 0.3 Stock fund (S) Bond fund (B) 12% 0.15 The correlation between the fund returns is p= 0.10. If the weights for the stock fund and the bond fund that maximize the risky portfolio's Sharpe are respectively: Ws=0.4516, Wb=0.5484, while the pension manager's risk aversion coefficient is A=3, solve numerically for the proportions of each asset in the total optimal portfolio. (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Weight invested in T-bill Weight invested in bond Weight invested in stock Weight invested in risky component of the portfolio (y*)