Required information The following information applies to the questions dispayed below] A penslon 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 yelds a sure rate of 5.5%. The probability distributions of the rishy funds are: The correlation between the fund returns is 0.10. Required: Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfollo: (Do not round intermediate caiculations and round your final answers to 2 decimal places.)