please help

A pension fund manager is considering three mutusl funds. The first is a stock fund, the socond is a long-term bond fund, and the third is a money market fund that provides a safe return of 4%. The choracteristics of the risky funds aro as follows. The correlation between the fund returns is 0.12 . You require that your portfollo yleld an expected retuen of 12% and that it be effeient, that is, on the steepeu feasale CAL a. What is the standard deviation of your portsolio? (Round your answer to 2 decimal places.) b. What is the proportion invested in the money market fund and esch of the two fisky funds? (Round your answers te 2 declimal places.)