Question 13 1 pts 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 0.03. The probability distribution of the risky funds is as follows: Expected ret. std. dev. Stock fund 0.17 0.35 Bond fund 0.07 0.11 The correlation between the fund returns is 0.18. Jessica has a risk aversion level of 10. In her optimal complete portfolio (including stocks, bonds, and risk-free assets), what is the proportion of the stock fund? Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321. Question 13 1 pts 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 0.03. The probability distribution of the risky funds is as follows: Expected ret. std. dev. Stock fund 0.17 0.35 Bond fund 0.07 0.11 The correlation between the fund returns is 0.18. Jessica has a risk aversion level of 10. In her optimal complete portfolio (including stocks, bonds, and risk-free assets), what is the proportion of the stock fund? Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321