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 fong-term government and corporate bond fund, and the third is a T-bil money market fund that yields a sure rate of 4.5%. The probability cistributions of the risky funds are The correlation between the fund returns is 0.15 . Suppose now that youf portfolio must yeld an expected refurn of 12% and be efficient, that is, on the best feasible CAL. Required: a. What is the standard devation of your portfolio? (Do not round intermediate calculations. Round your onswer to 2 decimal pleces: b-1. What is the proportion invested in the T.bill fund? (Do not round intermediote calculations. Round your answer to 2 decimal pleces.) b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimol places.)