Check my work 5 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 4.5%. The probability distributions of the risky funds are: nts Expected Return 15% Stock fund (S) Bond fund (B) Standard Deviation 35% 29% 6% eBook The correlation between the fund returns is .0517. Print Suppose now that your portfolio must yield an expected return of 13% and be efficient, that is, on the best feasible CAL. eferences 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 w Pro 5 of 7 HH Moyt Check my work 5 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 % 10 points eBook Print References 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.) Proportion Invested Stocks % Bonds %