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A pension fund manager is considering three mutual funds. Thefirst is a stock fund, the second is a long-term government andcorporate bond fund, and the third is a T-bill money market fundthat yields a sure rate of 3.0%. The probability distributions ofthe risky funds are: Expected ReturnStandard DeviationStock fund (S)12%41%Bond fund (B)5%30%The correlation between the fund returns is .0667.Suppose now that your portfolio must yield an expected return of 9%and be efficient, that is, on the best feasible CAL.a. What is the standard deviation of yourportfolio? (Do not round intermediate calculations. Roundyour answer to 2 decimal places.)Standard deviation %b-1. What is the proportion invested in theT-bill fund? (Do not round intermediate calculations. Roundyour answer to 2 decimal places.)Proportion invested in the T-bill fund %b-2. What is the proportion invested in each ofthe two risky funds? (Do not round intermediatecalculations. Round your answers to 2 decimal places.)Proportion InvestedStocks%Bonds%