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 (5) 32% Bond fund (8) 113 17% 23% The correlation between the fund returns is 0.30 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 ploces.) Standard deviation 6.1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the bill fund b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the T-bill fund % 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