A pension lund muflugur is considering luce muluallunds. The lirslis u sluck lurid, the second is a long-leimyovenieril and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 8%. The probability distribution of the risky funds is as follows: Stock fund (5) Buriu lund (3) Expected Return 19% 10 Standard Deviation 34% 18 The correlation between the fund returns is 0.11. 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.) Portfolio invested in the stock Portfolio invested in the bond Expected return Standard deviation