urgent pls help

Section Break (8-11) [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 5,5% The probability distributions of the risky funds are: Expected Return Standard deviation Stock fund (5) 174 Bond fund (B) 114 315 The correlation between the fund returns is 0.10. 485 Problem 6-11 (Algo) Suppose now that your portfolio must yleld an expected return of 14% 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.) Standard deviation % MUTT b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the T-bil hund b-2. What is the proportion invested in each of the two risky funds? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Stocks Bonds Proportion Invested % %