Consider the following table:

$\backslash$table$[[,,$Stock Fund,Scenario$],[$Scobability$,$Rate of Return,$\backslash$table$[[$Bond Fund$],[$Rate of Return$]],],[$Severe recession,$0\mathrm{.}10,-38\%,-14\%$

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Required information

Section Break $(8-11)$

$[$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 $5\mathrm{.}5\%.$ The probability distributions of the risky funds are:

$\backslash$table$[[,$Expected Return,Standard Deviation$],[$Stock fund $($S$),15\%,36\%$