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Requlred information Section Break (8-11) The following information applies to the questions displajed below] A pension fund mamager is consideting thee mutual funds. The first is a stock fund, the second is a long-term government and coiporate bond fund, and the third is a Theil money market fund that yicids a sure rate of 5.5%. The probability distributions of the risky funds are: The corretation between the fund retums is 0.5. Problem 6-11 (Algo) Suppose now that your portfolio must yeid an expected retum of a3tand and efficlent, that is, on the best feasible CAl Required: a. What ts the standard destaton of your portfolio? (Do not round intermediote colculations. Round your answer to 2 docimal places.) b.1. What is the proportion anvetsed in the Thilf fund? (Do not round intermediate celculations. Round your answer to 2 decimat pleces) b-2. Whai is the peoportion irwested th eaci ef the fwo rinky funds " (Do net round intermediote colculations. Round your answers to 2 decimsi places.) Required information Section Break (8-11) [The following information applies to the questions displayed below] 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 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.11 Problem 6-11 (Algo) Suppose now thot your portfolio must yleld an expected return of 13% and be efficient, that is, on the best feasible CAL. Required: plnces.) b-1. Whet is the proportion invested in the T.bilf fund? (Do not round intermediate calculations. Aound your answer to 2 decimal places.) Answer is complete but not entirefy correct. b-2. What is the proportion invested in eoch of the two tishy funds? (Do not round intermediate colculations. found your answers to 2 decimal places.) Bnswer is complete but not entirely correct