I couldn't solve it$,$ A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long$-$term bond fund, and the third is a money market fund that provides a safe return of $8\%.$ The characteristics of the risky funds are as follows: A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a long$-$term bond fund, and the third

is a money market fund that provides a safe return of $8\%.$ The characteristics of the risky funds are as follows:

The correlation between the fund returns is $0\mathrm{.}10.$

Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio.

Note: Do not round intermediate calculations. Enter your answers as decimals rounded to $4$ places.

Answer is complete but not entirely correct.