Check my work mode: This shows what is correct or incorrect for the work you have completed so far. It does Problem 7-7 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 6%. The probability distribution of the risky funds is as follows: Expected Return 16% Standard Deviation Stock fund (5) Bond fund (5) 35$ 15 The correlation between the fund returns is 0.13 Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio (Do not round Intermediate calculations. Enter your answers as decimals rounded to 4 places.) % Answer is complete but not entirely correct. Portfolio invested in the Stock Portfolio invested in the bond 0.1300 0.8000 12.6533 15.8700 Expected return Standard deviation EN