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Sveta 07 5 Demy Part 2 ota 2.09 catti Required information Section Break (8-11) The following information applies to the questions displayed below! 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 bit money market fund that yields a sure rate of 55 The probability distributions of the risky funds are: Expected Stande Stock Fund (5) 16 36 Bond fund 105 275 The correlation between the fund returns is 0.80 BER References Problem 6-9 (Algo) Required: Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimalisy portfolio (Do not round intermediate calculations and round your final answers to 2 decimal places.) Portfolio invested in the stock Porto stod in the bond Expected retum Standard deviation