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Required information (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 goverriment and corporate bond tund, and the third is a T-bill money market fund that yields a sure rate of 55% The probability distributions of the risky funds are Stock fund (S) Bond fund (8) Expected Return 16% 10% Standard deviation 383 29% The correlation between the fund returns is 0.20 Required: Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio (Do not round intermediate calculations and round your final answers to 2 decimal places.) Portfolio invested in the stock Portfolio invested in the bond Expected retum Standard deviation % % % %