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 risk-free rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.30. YOU SHOULD USE EXCEL TO CHECK YOUR CALCULATIONS] equired: Sompute the proportions of stock fund and bond fund of the optimal risky portfolio, and calculate the expected return and standard leviation of the optimal risky portfolio. Assume that short sales of mutual funds are allowed. (Do not round intermediate calculations. inter your answer as a percentage rounded to two decimal places.)