A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long term povemment and corporate bond fund, and the third is a T bill morey market fund that yields a sure rate of 5.5%. The probability distributions of the risky funds ares The correlation between the fund returns 15015 , Required: What is the expected return and standard deviation for the minimum-vatiance portiolio of the two risky funds? (Do not round intermediate colculations. Round your answers to 2 decimal places.) What is the Sharpe ratlo of the best feasible CAL? (Do not round intermediate calculations, Round your answer to 4 decimal places.) a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal ploces.) b.2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Rlound your answers to 2 decimal places.)