A pension fund manager is considering three mutual funds. The first is a US stock fund, the second a long$-$term government and corporate bond fund, and the third is a T$-$bill money market fund that yields a rate of $6\%.$ You know the following information about the risky funds:

Stock Fund $($S$)$: Expected Return$=16\%,$ Standard deviation $=35\%$

Bond fund $($B$)$: Expected Return$=12\%,$ Standard deviation $=15\%$

The correlation between the fund return is $0\mathrm{.}13.$

What are the proportions of each asset and the expected return and standard deviation of the TANGENCY portfolio?