Required information [The following information applies to the questions displayod 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: The correlation between the fund returns is 0.15. Aequired: . What would be the investment proportions of your portfolio if you were limited to only the stock and bond funds and the portfolio as to yleid an expected return of 12% ? b. Calculate the standard deviation of the portfolio which yleids an expected return of 12%. (Do not round intermediate calculations. Round your answer to 2 decimal places.)