[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 long-term governmient and corporate bond fund, and the third is a T-bill money market fund that yleids a sure rate of 5.5%. The probabaity distributions of the risky funds are: The correlation between the fund returns is 095 . Required: a. What would be the investment proportions of your portfolio if you were limited to only the stock and bond funds and the portfollo has to yleld an expected return of 12% ? b. Caiculate the standard deviation of the portfollo which ylelds an expected return of 12% (Do not round intermediate caleulations. Round your answer to 2 decimal pleces.)