[YOUSHOULD USE EXCEL TO CHECK YOURCALCUATIONS] 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 rate of 4.6%. The probability distribution of the two risky funds is as follows: The correlation between the two fund retums is 0.16. Compute the proportions of stock fund and bond fund of the optimal risky portfollo, and calculate the expected return and standard deviation of the optimal risky portfollo. Assume that short sales of mutual funds are allowed. (Do not round intermediate