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Penny's Pensions is considering three mutual funds. The first is a stock fund, the second...

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Penny's Pensions is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund, and the third is a money market fund that provides a safe return of 7%. The correlation between the risky fund returns is 012 and the characteristics of the funds are as follows: Expected Return stock fund (8) Standard Dwviation Rond fund (3) 21 165 12 385 Do not round intermediate calculations. Enter your answers in the answer boxes below as decimals rounded to 4 places. What is the weight of the stock fund in Penny's Pensions optimal risky portfolio? What is the expected return of Penny's Pensionsoptimal risky portfolio? expected retum What is the standard deviation of return of Penny's Pensions optimal risky portfolio? standard deviation of retums

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