QUESTION 10 A pension fund manager is considering three mutual funds. The first is a stocud ("Stock fund (S)") with expected return of 16% and standard deviation of 35%, the second is a long-term government and corporate bond fund (Bond fund (B)") with expected retum of 12% and standard deviation of 15%, and the third is a T-bill money market fund that yields a rate of 6%. The correlation between Stock fund and Bond fund is . 13. The portfolio weight of Stock fund for the optimal risky portfolio is 21.63%. You require that your portfolio yields an expected retum of 11%, and that it be on the best feasible CAL. What is the standard deviation of your portfolio