pension fund manager is considering iree mutual funds. The first is a stock nd, the second is a long-term overnment and corporate bond fund, nd the third is a T-bill money market nd that yields a rate of 5%. The obability distribution of the risky nds is as follows: Expected Return 17% Stock fund (5) Bond fund (B) Stand Deviat 309 22 11 he correlation between the fund turns is 0.10. ou require that your portfolio yield an kpected return of 14%, and that it be ficient, on the best feasible CAL. What is the standard deviation of our portfolio? (Round your answer to decimal places.) Standard deviation % returns is 0.10. You require that your portfolio yield an expected return of 14%, and that it be efficient, on the best feasible CAL. a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal places.) Standard deviation % b. What is the proportion invested in the T-bill fund and each of the two risky funds? (Round your answers to 2 decimal places.) Proportion Invested T-bill fund Stocks Bonds % % % pension fund manager is considering iree mutual funds. The first is a stock nd, the second is a long-term overnment and corporate bond fund, nd the third is a T-bill money market nd that yields a rate of 5%. The obability distribution of the risky nds is as follows: Expected Return 17% Stock fund (5) Bond fund (B) Stand Deviat 309 22 11 he correlation between the fund turns is 0.10. ou require that your portfolio yield an kpected return of 14%, and that it be ficient, on the best feasible CAL. What is the standard deviation of our portfolio? (Round your answer to decimal places.) Standard deviation % returns is 0.10. You require that your portfolio yield an expected return of 14%, and that it be efficient, on the best feasible CAL. a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal places.) Standard deviation % b. What is the proportion invested in the T-bill fund and each of the two risky funds? (Round your answers to 2 decimal places.) Proportion Invested T-bill fund Stocks Bonds % % %