a. What is the standard deviation of your portfolio?

b. What is the proportion invested in the T-bill fund?

c. What is the proportion invested in each of the two risky funds?

[The following information applies to the questions displayed below.] 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: The correlation between the fund returns is 0.15 . oblem 6-11 (Algo) pose now that your portfolio must yield an expected return of 14% and be efficient, that is, on the best feasible CAL