please complete this question and parts a through b2

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 rote of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.11 . fuppose now that your portfolio must yleld on expected return of 13% and be efficient, that is, on the best feosible CAL. lequired: What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal laces.) 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 rote of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.11 . fuppose now that your portfolio must yleld on expected return of 13% and be efficient, that is, on the best feosible CAL. lequired: What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal laces.) b.1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations, Round your answer to 2 decimal places.) b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate colculations. Round your answers to 2 decimal placess.)