Refer to the information in Forum 2.17 and any relevant results in subsequent forums. Suppose you require that your portfolio yield an expected return of 14%, and that it be efficient, that is on the steepest feasible CAL. What is the standard deviation of your portfolio? A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money mutual fund that provides a safe return of 8%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.10. What are the investment proportions in the minimum-variance portfolio of the two risky funds