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 0.10. Suppose now that your portfolio must yield an expected return of 13% and be efficient, that is, on the best feasible CAL (i.e., the optimal risky portfolio). Instructor Tip: Calculate the Optimal Risky Portfolio weights and then create your complete portfolio (use CH5 concepts) based on the targeted return. Required: Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations and round your final answers to 2 decimal places.) Required: What is the Sharpe ratio of the best feasible CAL (i.e., the optimal risky portfolio)? (Do not round intermediate calculations. Round your answer to 4 decimal places.)