. Cellcom 5:25 PM @ 12% Done Edit Time left 0:37:50 A pension fund manager is considering three mutual funds. The first is a stock fund with an expected return of 0.22 and a standard deviation of 0.3. The second is a long-term government and corporate bond fund with an expected return of 0.12 and a standard deviation of 0.15. The third is a T-bill money market fund that yields a rate of 0.08. The correlation between the stock and debts funds returns is 0.1. What is the proportion of optimal risky portfolio invested in the stock fund? What is the proportion of optimal risky portfolio invested in the debt fund ? What is the expected return of the optimal risky portfolio? What is the standard deviation of the optimal risky portfolio More