funds is as follows: Standard Deviation Stock fund (S) Bond fund (B) Expected Return 189 7 47% 41 The correlation between the fund returns is 0.17. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations and round your final answers to 2 decimal places. Omit the "%" sign in your response.) Answer is complete but not entirely correct. Portfolio invested in the stock Portfolio invested in the bond Expected return Standard deviation 90.66 % 9.34 % 16.97% 42.90 %