2 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 bond fund, and the third is a money market fund that provides a safe return of 9%. The characteristics of the risky funds are as follows: Skipped Stock fund (5) Bond fund (B) Expected Return 17% 11 Standard Deviation 30% 22 eBook Print The correlation between the fund returns is 0.10. References Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. (Do not round intermediate calculations. Enter your answers as decimals rounded to 4 places.) Portfolio invested in the stock Portfolio invested in the bond Expected return Standard deviation