Hey could i get help with these 2 homework problems, i attached images of the questions

1)

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 5.5%. The probability distribution of the risky funds is as follows:

	Expected Return	Standard Deviation
Stock fund (S)	15%	32%
Bond fund (B)	9	23

The correlation between the fund returns is 0.15.

Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio.(Do not round intermediate calculations and round your final answers to 2 decimal places. Omit the "%" sign in your response.)

Portfolio invested in the stock	%
Portfolio invested in the bond	%
Expected return	%
Standard deviation	%

2)

Consider the following table:

		Stock Fund	Bond Fund
Scenario	Probability	Rate of Return	Rate of Return
Severe recession	.05	?40%	?9%
Mild recession	.25	?14%	15%
Normal growth	.40	17%	8%
Boom	.30	33%	?5%

b.	Calculate the values of mean return and variance for the stock fund.(Do not round intermediate calculations. Round "Mean return" value to 1 decimal place and "Variance" to 4 decimal places.)

Mean return	%
Variance

c.	Calculate the value of the covariance between the stock and bond funds.(Negative value should be indicated by a minus sign. Do not round intermediate calculations. Round your answer to 4 decimal places.)

Covariance