Question 21 (1 point) 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 sure rate of 4%. The expected returns and standard deviation for the risky funds are: Expected Return Standard Deviation 12% 24% Stock Fund (S) 6% 17% Bond Fund (B) The correlation between the fund returns is 0.0025. What are the portfolio weights for each asset when forming the optimal risky portfolio? Stock Fund Wgt = 42.0%; Bond Fund Wgt = 58.0% Stock Fund Wgt = 50.2%; Bond Fund Wgt = 49.8% Stock Fund Wgt = 33.1%; Bond Fund Wgt = 66.9% Stock Fund Wgt = 66.9%; Bond Fund Wgt = 33.1%