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A pension fund manager is considering three mutual funds. The first is a stock fund with an expected return of 0.2 and a standard deviation of 0.3. The second is a long-term government and corporate bond fund with an expected return of 0.12 and a standard deviation of 0.16. The third is a T-bill money market fund that yields a rate of 0.09. The correlation between the stock and debts funds returns is 0.12. What is the proportion of optimal risky portfolio invested in the stock fund ? What is the proportion of optimal risky portfolio invested in the debt fund ? What is the expected return of the optimal risky portfolio? What is the standard deviation of the optimal risky portfolio? What is the reward-to-volatility ratio of the optimal CAL? How much will an investor with A=5 invest in the optimal risky portfolio? How much will an investor with A=5 invest in the T-bill money market fund? How much will an investor with A=5 invest in the stock fund? How much will an Investor with A=5 invest in the long-term government and corporate bond fund