Section Break (8-11) [The following information applles to the questions displayed below] A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a longterm government and corporate bond fund, and the third is a T-bili money market fund that yields a sure rate of 5.5%, The probebility distrlbutions of the risky funds are: The correlation between the fund returns is 0.11. Problem 6-11 (Algo) Suppose now that your portfolio must yield an expected retum of 13% and be efficient, that is, on the best feasible CAL. Required: a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) b-1. What is the proportion invested in the T-bili fund? (Do not round intermediate calculations. Round your answer to 2 decimat places.) b-2. What is the proportion invested in ench of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.)