Chapter 7 Assignment i Saved Help Save & Exit Submit Check my work 4 A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 7%. The characteristics of the risky funds are as follows: 25 points Stock fund (5) Bond fund (B) Expected Return 22% 12 Standard Deviation 32% 19 Skipped The correlation between the fund returns is 0.11. eBook You require that your portfolio yield an expected return of 11%, and that it be efficient, that is, on the steepest feasible CAL. Print a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal places.) References Standard deviation % b. What is the proportion invested in the money market fund and each of the two risky funds? (Round your answers to 2 decimal places.) Proportion Invested Money market fund % tala