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Use the following information for the next 3 questions. A pension fund manager uses 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 4.5%. The correlation between the risky fund returns is 0.25. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 15% 25% Bond fund (B) 6.9% 11.5% The investment proportions for each fund in the optimal risky portfolio are Ws = .7273, WB= 2727 You require that your portfolio yield an expected return of 9%, and that it be efficient on the best feasible CAL. What is the standard deviation of your portfolio? 14.22% 10.99% 11.31% 10.43% If no risk-free asset is available, what is the standard deviation of the best possible portfolio (i.e., using only stocks and bonds) with an expected return of 9%? 10.99% 15.95% 11.31% 11.92%