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7 A pension fund manager is considering three mutual funds. The first is a stock...

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7 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 5.5%. The probability distributions of the risky funds are Expected Return Standard deviation Stock fund (5) S points 159 Bond fond 320 23 Pre The correlation between the fund returns is 0.15. Suppose now that your portfolio must yield an expected return of 12% and be efficient, that is, on the best feasible CALI 2. 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 your answer to 2 decimal places.) Proportion invested in the Tbilfund

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