Question 13 1 points Save Answer 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. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock Fund (S) 17% 30% Bond Fund (B) 6% 5% T-bill Fund (F) 5% 0% Analysts estimate that the tangency portfolio (Q) has an expected return of 15% and a standard deviation of 25%. The expected return of an efficient portfolio that has the same standard deviation as the Bond Fund (B) is OOOO None of the options