Problem 7-9 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 4% The probability distribution of the risky funds is as follows: Expected Return 22% Standard Deviation Stock fund (S) Bond fund (8) 14 The correlation between the fund returns is 0.10 You require that your portfolio yield an expected return of 15% and that it be officient, on the best feasible CAL a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal places.) Answer is complete but not entirely 17.00 % Standard deviation 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 complete but not entirely Proportion Invested T- 17.00 % Stocics 33.00 Bonds 50.00 x 96