How do I do the second part? I keep getting the wrong answer.

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 8%. The probability distribution of the risky funds is as follows: Expected Return 20% 12 Standard Deviation 30% 15 Stock fund (5) Bond fund (B) The correlation between the fund returns is 0.10. You require that your portfolio yield an expected return of 14%, and that it be efficient, on the best feasible CAL. a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal places.) Answer is complete and correct. Standard deviation 13.04 % b. What is the proportion invested in the T-bill fund and each of the two risky funds? (Round your answers to 2 decimal places.) Answer is not complete. Proportion Invested % T-bill fund Stocks Bonds % %