Question 2 (4 points - all or none) You are considering investing in two mutual funds. The first is a stock fund with an expected return (standard deviation) of 23% (28%). The second is a long-term bond fund with an expected return (standard deviation) of 15% (17%). The T-bill rate is 7% and the correlation between the stock-bond fund returns is 0.12. 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. Enter your answers as decimals rounded to 4 places.