Hi! I need help with b-1. If you could please show your work that would be greatly appreciated.

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 sure rate of 5.9%. The probability distributions of the risky funds are: Stock fund (S) Bond fund (B) Expected Return 20% 9% Standard Deviation 49% 43% The correlation between the fund returns is .0721. Suppose now that your portfolio must yield an expected return of 18% and be efficient, that is, on the best feasible CAL. a. What is the standard deviation of your portfolio? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Standard deviation 41.78 % b-1. What is the proportion invested in the T-bill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the T-bill fund 5.90 %