Help Chied my way Required information [The following information applies to the questi A pension fund manager is considering three mus and corporate bond fund, and the third is a T-bill me distributions of the risky funds are ayed below) nds The first is a stock fund, the second is a long term government market fund that yields a sure rate of 55%. The probability Expected Return Stock Fund (5) Bond fund (0) 10% The correlation between the fund returns is 012. Standard deviation 40% BIK Required: 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.) % % Portfolio invested in the stock Portfolio invested in the bond Expected return Standard deviation $ Next 91"F 8 ot arch hp