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4 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 sure rate of 5.8%. The probability distributions of the risky funds are: 2.5 points Stock fund (5) Bond fund (B) Expected Return 19% 9% Standard Deviation 48% 42% The correlation between the fund returns is 0762. eBook Suppose now that your portfolio must yield an expected return of 17% and be efficient, that is on the best feasible CAL. Print a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) References Standard deviation b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the T-bill fund b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Proportion Invested % Stocks Bonds %