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A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 7%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 010 . You require that your portfollo yleld an expected retum of 16%, and that it be efficient, that is, on the steepest feasible CAL 0. What is the standard deviation of your portfollo? (Round your answer to 2 decimal places.) b. What is the proportion invested in the money market fund and each of the two risky funds? (Round your onswers to 2 decima places.)