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 ylelds a sure rate of 5.5%. The probability distributions of the risky funds are: Expected Return Standard deviation Stock fund (5) Bond fund (5) 17% 115 40% 31% The correlation between the fund returns is 0.10 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 places.) of 3 a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answe places.) Standard deviation % pred Book b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answ places.) erences Proportion inwested in the T-bill fund 94 Skipped b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate cal 2 decimal places.) eBook PM Stocks Proportion Invested % % Rotorences Bonds