Explanation 36% 16% 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 4.6%. The probability distributions of the risky funds are: Expected Return Standard deviation Stock fund (5) Bond fund (B) 30% The correlation between the fund returnshs.0800. Suppose now that your portfolio must yield an expected return of 14% and be efficient, that is on 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 the T-bill fund? (Do not round Intermediate calculations. Round your answer to 2 decimal b-1. What is the proportion invested places.) 1-2. 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 9 9