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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 $5\mathrm{.}5\%.$ The probability distributions of the risky funds are:

$\backslash$table$[[,$Expected Return,$\backslash$table$[[$Standard$],[$Dev$$ation$]]],[$Stock fund $(5),15\%,32\%$

$*$also solve for standard deviation of the portfolio which yields an expected return of $12\%**$