no Chapter 7 Capital Asset Pricing and Arbitrage Pricing Theory 12 A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term government and corporate bond fund, and the third is a T bill money market fund that yields a rate of 5.,5% The probability distribution of the risky funds is as follows points Return 15% Standard Deviation Stock fund (5) Bond fund (B) 23% elook The correlation between the fund returns is 0.15 Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round Intermedlate calculations end round your finel answers to 2 decimal pleces.) Print References Portfolo invested in the stock Portfolio invested in the bond 96 Expected returm Standard deviation 96