Apension 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 4.2%. the probability distributions of the risky funds are: expected return standard deviation stock fund (s) 12 % 33 % bond fund (b) 5 % 26 % the correlation between the fund returns is .0308. suppose now that your portfolio must yield an expected return of 11% and be efficient, that is, on the best feasible cal. a. what is the standard deviation of your portfolio? (do n