Can you please help with this problem I need it for Today , thank you very much , it is from the book investments 10th edition , may be you need more information to resolve it because it is the 9th question so I kindly ask to check if you need further information , Thank you

Problem The following data apply to Problem: A pension 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 rate of 8%. The probability distribution of the risky funds is as follows: Expected Return Standard Deviation Stock fund (S) 20% 30% Bond fund (B) 12 15 The correlation between the fund returns is.10. You require that your portfolio yield an expected return of 14%, and that it be efficient, on the best feasible CAL a. What is the standard deviation of your portfolio? b. What is the proportion invested in the T-bill fund and each of the two risky funds