! Required information (The following information applies to the questions displayed below.) 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 5.5%. The probability distributions of the risky funds are: Expected Return Standard deviation Stock Fund (S) 328 Bond fund (B) 230 The correlation between the fund returns is 0.30. 178 118 Suppose now that your portfolio must yield an expected return of 14% and be efficient, that is on the best feasible CAL Required: a. What is the standard deviation of your portfolio? (Do not round Intermediate calculations. Round your answer to 2 decimal places.) Standard deviation % b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal BRE 1 Required information 3 of 3 b-1. What is the proportion invested in the T-billfund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Book Proportion inventod in the T-bil fund % Inferences b-2. What is the proportion invested in each of the two risky funds? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Proportion Invested % Stocks Bonds 8 Me Graw