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 sure rate of 5.4%. The probability distributions of the risky funds are Stock fund (5) Bond fund (B) Expected Return 15% 8 Standard Deviation 44% 38X The correlation between the fund returns is .0684. Suppose now that your portfolio must yield an expected return of 13% and be efficient, that is on the best feasible CAL a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation %6 b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the T-bil fund % b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Proportion Invested Stock fund (5) Bond fund (8) Expected Return 15% 85% Standard Deviation 44% 38% The correlation between the fund returns is .0684. Suppose now that your portfolio must yield an expected return of 13% and be efficient, that is, on the best feasible CAL a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the ball fund b-2. What is the proportion invested in each of the two risky funds (Do not round intermediate calculations. Round your answers to 2 decimal places.) Proportion levested Stocks Bonds 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 sure rate of 5.9% The probability distributions of the risky funds are Expected Return Standard Deviation Stock fund (5) 203 49% Bond fund (6) 43% The correlation between the fund returns is 0.0721 What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio