1 Problem 7-7 25 points A pension fund manager is considering three mutual funds. The first is a stock fund,the second is a long-term government end corporate bond fund, and the third is a T-bill money market fund that yields a rate of 8% is as follows: The probability distribution of the risky funds Expected Standard Stock fund (8) Bond fund (B) 17 The correlation between the fund returns is 012. Print Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portolic (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) References Portiolio invested in the stock Portfolo invested in the bond Expected return Standard deviation