Chapter 6 Assignment i Saved Help Save & Exit Submit Check my work 4 ! Required information Part 3 of 3 [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: 20 points Skipped Stock fund (S) Bond fund (B) Expected Return 16% 10% Standard Deviation 32% 23% eBook The correlation between the fund returns is 0.20. Print References Suppose now that your portfolio must yield an expected return of 13% and be efficient, that is, on the best feasible CAL. Required: a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation % Chapter 6 Assignment Saved Help Save & Exit Submit Check my work 4 Required information Standard deviation % Part 3 of 3 20 points Skipped b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) eBook Proportion invested in the T-bill fund % Print References b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Proportion Invested % Stocks Bonds %