Question 10 (5 points) You are given two risky assets. The first is a stock fund and the second is a bond fund. A T-bill fund yields a rate of 3%. The T-bill fund is a risk-free asset. The stock fund has an expected return of 12% and a standard deviation of 23%. The bond fund has an expected return of 7% and a standard deviation of 5%. The correlation between the risky fund returns is 2%. What is the proportion of stock in the optimal risky portfolio? What is the expected return and standard devation of the optimal risky portfolio? 12.3555%; 5.1169%; 2.0548% O 11.2475%; 7.4669%; 6.0518% None of the options are correct 09.3375%; 7.4669%; 5.0548%