The correlation between the fund returns is 0.12 . You require that your portfolio yield an expected return of 12%, and that it be efficient, that is, on the steepest feasible CAL. Required: a. What is the standard deviation of your portfolio? b. What is the proportion invested in the money market fund and each of the two risky funds? Complete this question by entering your answers in the tabs below. What is the standard deviation of your portfolio? Note: Round your answer to 2 decimal places. The correlation between the fund returns is 0.12 . You require that your portfolio yield an expected return of 12%, and that it be efficient, that is, on the steepest feasible CAL. Required: a. What is the standard deviation of your portfolio? b. What is the proportion invested in the money market fund and each of the two risky funds? Complete this question by entering your answers in the tabs below. What is the proportion invested in the money market fund and each of the two risky funds? Note: Round your answers to 2 decimal places