That's a small enough emergency fund that I'd leave it in a savings account somewhere and not sweat the interest. I would definitely NOT use any kind of a bond fund for an EF. An EF should be cash. Don't start taking risks with it to eke out extra gains, that's not what it's for.
Look at the different money market funds & savings accounts available to you and see what works for your tax situation. Definitely take a look at Series I savings bonds (at Treasury Direct). They pay well (currently > 2.5%) and interest is exempt from state/local tax, and tax is deferred for 30 years. It's almost like a nondeductible IRA, except you can cash it out anytime. Read the fine print though...the main issue is that you can't sell a bond until it's 1 year old - actually that's a bit over 11 months if you buy near the end of the month. People have different opinions about them, but I swear by them - I've been buying them for years. They're about the only free lunch there is to the small investor.