Help Save & Exit Submi 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 Stock fund (5) hond tundi Expected to 15 standard deviation 32 The correlation between the fund returns is 0.15. Suppose now that your portfolio must yield an expected return of 12% and be efficient, that is on the best feasible CAL What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places) Sundara deviation b-1. What is the proportion invested in the Tbilfund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the Tbilfund h22 What is the norton invested in each of the word in not und intermediate allation und answers to rmediate calculations. Round your answer to 2 decimal Standard deviation b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the T-bill fund 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.) Stocks Bonds Proportion Invested 56 %