Can someone tell me why I am wrong?

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 19% 14 Stock fund (5) Bond fund (8) Standard Deviation 31% 23 The correlation between the fund returns is 0.10. You require that your portfolio yield an expected return of 16%, 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.) Standard deviation 19.48 % 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.) T-bill fund Stocks Bonds Proportion Invested 0.33% 40.53% 59.47%