a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.)

A pension und manager s considering three mutual funds. The first is a stock und the second is fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: on te mao e ment and corporate bo ndfun and he hird s a money market 15 % 9% Standard Deviation 32% 23 % Stock fund (S) The correlation between the fund returns is 0.15. Suppose now that your portfolio must yield an expected return of 12% and be efficient, that is, or the best feasible CAL a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the T-bill fund b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) n Invested Stocks Bonds