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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 ylelds a sure rate of 4.5%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (5) 15% Bond fund (B) 35% 29% The correlation between the fund returns is 0517. Suppose now that your portfolio must yield an expected return of 13% and be efficient, that is, on the best feasible CAL. a. What is the standard deviation of your portfolio? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) Standard deviation 27.95 % 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 78.70% Stocks Bonds %