5. 1000 points A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term govenment and corporate bond fund, and the third is a T dbill money market fund that yields a rate of 5.6%. The probability distribution of the risky funds as follows: Stock fund (S Bond fund (B) 46% 40 17% The correlation between the fund returns is 0.16 Sove numerially or the proportions of each asset and for the expected return and standard deviation of the optimal risky portiolo.(Do not round intermediate calculations and round your final answers to 2 decimal places. Omit the"%" sign in your response.) 58.25 % Portfolio invested in the stock Portfolio invested in the bond Expected retum Standard deviation