$[$The following information applies to the questions displayed 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 yields a sure rate of $5\mathrm{.}5\%.$ The probability distributions of the risky funds areStock fund $($S$)$Bond fund $($B$)$Expected Return$16\%10\%$Standard Deviation$36\%27\%$The correlation between the fund returns is $0\mathrm{.}20.$ReferencesProblem $6-9($Algo$)$Required:Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. $($Do not round intermediate calculations and round your final answers to $2$ decimal places.$)$Portfolio invested in the stock Portfolio invested in the bondExpected returnStandard deviation