Requlred Information [The following information applies to the questions dispiayed below.] A penslon 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 yleids a risk-free rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund rotums is 0.13. YOU SHOULD USE EXCEL TO CHECK YOUR CALCULATIONS) Required; Compute the proportions of stock fund and bond fund of the opeimal risky portfolo, and calculate the expected retum and standard Heviation of the optimal risky portfolio. Assume that short sales of mutual funds are allowed. (Do not round intermedlate caleulations. Enter your answer as a percentage rounded to two decimal places.)