I have been working on this one problem for 2 days now and I still cannot figure it out. I have completed the rest of the Chapter assignments I have looked at similar problems here on Chegg, and I just cannot even solve this one. Any help with understanding how to complete this problem will be geatly 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 4.3%. The probability distributions of the risky funds are: Expected Retum Standard Deviation 34 Stock fund (S) 13 6 Bond fund (B) 27 The correlation between the fund returns is .0630. Suppose now that your portfolio must yield an expected return of 11% 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 b-1. What is the proportion invested in the Tbill fund? (Do not round intermediate calculations. Round your answer to 2 decimal places.) Proportion invested in the T-bill fund b-2. What is the proportion invested in each of the two risky funds? (Do not round intermediate calculations. Round your answers to 2 decimal places Proportion Invested Stocks Bonds