U Question 12 1 pts A pension fund manager is considering three assets. The first is a stock fund, the second is a long- term government and corporate bond fund, and the third is a T-bill yielding 0.04. The probability distribution of the risky funds is as follows: std. dev. Expected ret. 0.2 0.32 Stock fund Bond fund 0.07 0.12 The correlation between the fund returns is 0.19. An investor has a risk-aversion of 7. In her optimal complete portfolio (including stocks, bonds, and risk-free assets), what is the proportion of the risk- free asset? Round your answer to 4 decimal places. For example if your answer is 3.205%, then please write down 0.0321