Problem 7-7 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 rate of 6% The probability distribution of the nisky funds is as follows: Expected Return 16% 12 Standard Deviation 35% stock fund (s) Bond fund (B) 15 The correlation between the fund returns is 0.13. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimalnisky portfolio (Do not round Intermediate calculations. Enter your answers as decimals founded to 4 places.) & Answer is complete but not entirely Portfolio invested in the Stock Portfolio invested in the bond Expected return Standard deviation 0.2163 0.7837 12.8652X 14.7864X