Check my word 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 5.5%. The probability distributions of the risky funds are Stock tund (5) Expected return Standard deviation 150 320 Bond and 9 238 5 points The correlation between the fur returns is 015 Suppose now that your portfolio must yield an expected return of 12% and be efficient, that is, on the best feasible CAL 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 Tbilfund? (Do not round intermediate calculations. Round your answer to 2 decimal places) Proportion invested in the band