Required information [The following informatior applies to the questions displayed below.] A pension fund manager is considering thiee mutual tunds. The first is a stock fund, the second is a long-tem govemnent and corporate bond funch, and the third is a T-bill money market fund that yiekls a sure rate of 5.5%. The probability distributions of the tisky funds are: The correlation between the fund returns is 0.11. Suppose now that your portfolio must yleld an expected return of 13% and be efficient. that is, on the best feasible CAl. Required: 9. What is the standard cheviation of your portfollo? (Do not round intermediate calculations. Round your answer to 2 decimal places.J b-1. What is the proportion irvested in the T-bill fund?' (Do not round intermediste colculntions. Round your answer to 2 decimal placest) b.2. What is the proportion invested in each of the fwo rikky furids? (Do not round intermediate calculations, Round your answers to 2 decimel ploces.)