answer part B please

Problem 7-9 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 rate of 7%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation 325 Stock fund (S) Bond fund (3) The correlation between the fund returns is 0.11 You require that your portfolio yield an expected return of 11%, and that it be efficient, on the best feasible CAL a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal places.) Answer is complete and correct. (Standard deviation 7.77 % b. What is the nortin invested in the Thill find and each of the two risky funds Round your answers to 2 decimal places Prev 1 of 4 1 Next > The correlation between the fund returns is 0.11 You require that your portfolio yield an expected return of 11%, and that it be efficient, on the best feasible CAL a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal places.) Answer is complete and correct. Standard deviation 7.77 b. What is the proportion invested in the T-bill fund and each of the two risky funds? (Round your answers to 2 decimal places.) Answer is complete but not entirely correct. Proportion Invested 44.76 Tbil fund Stocks 55 24 X Bonds 44.76