Problem 6.2 (a) A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a longhim government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.5%. The probabily diatrbutione of the itaky funds are The correlation between the fund returns is 0.15. If the portfolio has to yield an expected return of 12%, what proportion mut te insalod in afocas? (Eniar your ariaser in parisantiage points. Round your answer to 2 decimal places.) Problem 6.2 (b) 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: The correlation between the fund returns is 0.15. Calculate the standard deviation of the portfolio which yields an expected return of 12\%. (Do not round intermediate calculations. Enter. your answer in percentage points. Round your answer to 2 decimal places.)