Required Information Section Break (8-11) [The following informotion opplies to the questions disployed below.] A pension fund manager is considering three mutusl 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 5.5%. The probability distributions of the risky funds ore: The correlstion between the fund returns is 0.25 . Problem 6-11 (Algo) Suppose now that your portfolio must yield sn expected return of 14% and be efficient, that is, on the best fessible CAL Required: a. What is the standard devistion of your portfolio? (Do not round Intermedlate calculations. Round your answer to 2 declmal places.) b-1. What is the proportion invested in the T-bill fund? (Do not round Intermedlate calculatlons. Round your answer to 2 declmal places.) b. 2. What is the proportion invested in each of the two risky funds? (Do not round Intermedlate calculations. Round your answers to 2 decimal places.)