value: 3.00 points 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 6%. The probability distribution of the risky funds is as follows Expected ReturnStandard Deviation 24% 33% Stock fund (S) Bond fund (B) The correlation between the fund returns is 0.14 You require that your portfolio yield an expected return of 16%, and that it be efficient, on the best feasible CAL a. What is the standard deviation of your portfolio? (Round your answer to 2 decimal places. Omit the "96" sign in your response.) 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.mit the '%" sign in your response.) Proportion Invested T-bill fund Stocks Bonds