need all three.

Required information The following information applies to the questions displayed below.] A pension fund manager is considering thee mutual funds: The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is o T-bill money market fund thot yleids a sure rate of 5.5 of . The probability distributions of the risky funds are: The correlation between the fund returns is 0.12. Mppose now that your portfolio must yield an wipected return of 13% and be efficient, that is, on the best feasib quired: What is the standard deviation of your portfolio? (Do not round intermediate cnlculations. Round your answe (ces.) 1. What is the standard deviation of the portfolio 2. What is the proportion invested in the T-bill fund? 3. What is the proportion invested in each of the two risky funds