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: The correlation between the fund returns is 0.20. Suppose now that your portfolio must yield an expected return of 13% 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) a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) b-1. What is the proportion irvested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal plsces.) b-2. What is the proportion invested in eoch of the two risky funds? (Do not round intermediate caleulations. Round your answers to 2 decimal places.) 9.1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places-1 b-2. What is the proportion imvested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places