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Problem 6.2 (a) 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 Expected Retum Standard Deviation Stock fund (S) 15% 32% Bond fund (8) 9% 23% The correlation between the fund returns is 0.15 if the portfolio has to yield an expected rotum of 12% what proportion must be invested in stocks? (Enter your answer in percentage points. Round your answer to 2 decimal places.) QUESTION 4 Problem 6.2 (b) A pension fund manager in considering three mutual funds. The first in a shock fund, the second in a long-term government and corporate bond fund, and the third in a T-bil money market fund that yields a sure rate of 6.5%. The probability distributions of the risky funds are: Expected Return Standard Deviation Stock fund (S) 15% Bond fund (0) 9% 23% 32 The correlation between the fund returns is 0.15 Calculate the standard deviation of the portfolio which yields an expected retum of 12% (Do not round intermediate calculations. Enter your answer in percentage points. Round your answer to 2 decimal places)