can you answer this question for me please?

Required Information [The following information applles 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 ylelds a sure rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.15. Suppose now that your portfolio must yleld an expected return of 14% and be efficlent, that is, on the best feasible CAL (I.e., the optimal risky portfolio). Instructor TIp: Calculate the Optimal Risky Portfollo weights and then create your complete portfollo (use CH5 concepts) based on the targeted return. Required: a. What is the standard deviation of your portfolio? (Do not round Intermedlate calculations. Round your answer to 2 decimal places.) b-1. What is the proportion Invested In the T-bill fund? (Do not round Intermedlate calculations. Round your answer to 2 decimal places.) b-2. What is the proportion Invested in each of the two risky funds? (Do not round Intermedlate calculations. Round your answers to 2 decimal places.)