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Requited information Section Break (8-11) [The followng information apples to the questions displayed below] A pension fund managet is considenng three mutual funos. The first is a stock fund the second is a fong-tem government and corporate bond fund, and the third 15 a T-bill money market fund that yle.ds a sure fate of 5.5. The ptobablity distributions of the risky funds are: The correlation between the fund returns is 010 . Problem 6-11 (Algo) Suppose now that your portfolio must yield an expected teturn of 14% and be efficient, that is, on the best feasible CALL. Required: 6. What is the standard deviotion of your ponfolio? (Do not round Intermediate calculetions, Round your answer to 2 decimal pleces.) b-1, What it the proporbon invested in the T-bilf fund? (Do not round intermediate calculations. Round your onswer to 2 decimal pieces. Requlred: B. What is the standard devlation of your portfollo? (Do not round Intermediate calculations. Round your answer to 2 decimal ploces.) Answer is complete and correct. b-1. What is the proportion imvested in the T-bill fund? (Do not round intermediate calculations. Round your onswer to 2 decimal pleces.) b.2. What is the proportion invested in each of the two risky furids? (Do not round Intermedlate calculations. Round your answers to 2 decimel pleces.)