Required information The following information applies to the questions displayed befow] 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 ore: The correlation between the fund returns is 0.10 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 devation of your portfolio? (Do not round intermedlate calculations. Round your answer to 2 decimal ploces.) b-1. Whot is the proportion invested in the T-bill fund? (Do not round intermediate calculations, Round your answer to 2 decimal placess) b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations, Round your answer to 2 decimat places.) 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.)