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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 government and corporate bond fund, and the third is a T-bill money market fund that yields a rate of 4%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation 290 17 236 Stock fund (5) Bond fund (1) 14 The correlation between the fund returns is 0.12. You require that your portfolio yield an expected return of 12%, 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.) Answer is complete but not entirely correct. Standard 16,36 deviation b. What is the proportion invested in the T-billfund and each of the two risky funds? (Round your answers to 2 decimal places.) rur le romniate but not entirely correct