Assignment 5 olemal browser-Blaunchuraht.253A%252F%252Fwconnected 7 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 5.4%. The probability distributions of the funds are: Sints Stock fund (5) Bond fund (8) Expected Return 15% 8% Standard deviation 44 eBook 38% The correlation between the fund returns is .0684. Print terences Suppose now that your portfolio must yleld an expected return of 13% and be efficient, that is on the best feasible CAL a. What is the standard deviation of your portfollo? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation 96 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 %