Required information [The following information applies to the questions displayed below] A pension fund manager is consideting 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 distritutions of the risky funds are: Suppose now that you portfolio must yleld an expected return of 13% and be efficient. that is, on the best feasible CAL. Required: a. What is the standard deviation of your portiolio? (Do not round intermediate colculations. Round your answer to 2 decimal ploces) ploces:) b-1. What is the proportion invested in the T-bill fund? (Do not round int places.) b-2. What is the proportion invested in each of the two risky funds? (Do 2 decimal places.) Required: What is the expected return and standard deviation for the minimum-variance portfolio of the two risky funds? intermediate calculations. Round your answers to 2 decimal places.)