Reculred information Section Break (8-11) The followeng inforthation epples to the guestons duplayed below) A pension fund maneger is considering three mutvel funds. The first is a stock fund, the second is a longterm government and corporote bond fund, ond the third is a. Tbal money morket fund thot yields s sure cate of 5.55. The probobility distributions of the risky funds are: Problem 6.9 (Algo) Regulred: Solve numericaly for the proportors of each osset and for the expected return ond standsrd devation of the optimol ritiky nortlobs. (Do not round internediate calcularions and round your final snwwers to 2 deciesal plseres.) Required information Section Break (8-11) [The following information applies to the questions displayed below.] A pension fund manoger is considering three mutual funds. The first is a stock fund, the second is a longrterm government and corporate bond fund, and the third is a T.bill money market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.11. Problem 6.9 (Algo) Required: Solve numerically for the proportions of each asset and for the expected retum and standord deviation of the optimal risky portiolio. (Do not round intermediate calculations and round your final answers to 2 decimal places.)