A pension fund polio with two risky assets ( 10 points) bond fund, fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term risky funds are as follows: The correlation between the fund returns is 0.12. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Expected Return