Use the following information to answer questions $11-14.$ A fund manager is considering three managed funds. The first is a share fund, the second is a long$-$tem government and corporate bond fund and the third is a cash fund that yields a sure rate of $5\mathrm{.}5\%.$ The probability distributions of the risky funds are:

Expected return $(\%)$ Standard deviation $(\%)$

Share fund $($S$)1532$

Bond fund $($B$)923$

The correlation between the fund returns is $0\mathrm{.}15.$

Suppose now that your portfolio must yield an expected return of $12\%$ and be efficient, that is$,$ on the best feasible CAL.

What is the standard deviation of your portfolio?

What is the proportion invested in the T$-$note fund and each of the two risky funds?