Saved Help Save & Exit Submi Check my work 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 4.8%. The probability distributions of the risky funds are: Expected Return 184 Stock Lund (S) Bond fund (B) Standard deviation 38% 32 The correlation between the fund returns is .1313. Suppose now that your portfolio must yield an expected return of 15% and be efficient, that is on the best feasible CAL a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation b-1. What is the proportion invested in the T-bill fund? (Do not round Intermediate calculations. Round vour answer to 2 decimal 6 Saved Help Save & Exit Sub Check my word b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the T-bil fund 7:32 b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places.) Proportion Invested % Stocks Bonds