A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long-term bond fund

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A pension fund manager is considering three mutual funds. Thefirst is a stock fund, the second is a long-term bond fund, and thethird is a money market fund that provides a safe return of 6%. Thecharacteristics of the risky funds are as follows: Expected ReturnStandard Deviation Stock fund (S) 21 % 36 % Bond fund (B) 13 22 Thecorrelation between the fund returns is 0.13. Solve numerically forthe proportions of each asset and for the expected return andstandard deviation of the optimal risky portfolio. (Do not roundintermediate calculations. Enter your answers as decimals roundedto 4 places.)