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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 5%. The characteristics of the risky funds are as follows: The correlation between the fund returns is 0.12 You require that your portfolio yleld an expected return of 12%, and that it be efficient, that is, on the steepest feasibie CAL. a. What is the standard deviation of your portfollo? (Round your answer to 2 decimal places.) 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.)