A pension fund manager is considering three mutual funds. I he 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 8%. The characteristics of the risky funds are ds follows: The correlation between the fund returns is 0.10 You require that your portfolio yield an expected return of 14%, and that it be efficient, that is, on the stecpest feasible CAI a. What is the standard deviation of your poitfolio? (Round your answer to 2 decimal places.) b. What is the proportion invested in the inoney market fund and each of the two itshy lunds? (Round your onswers to 2 decimal placen:)