Just need question B (i) explained please.

4. A pension fund manager is considering three mutual funds. The risk 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 yield at 8%. The covariance between Sand B is 45%. The probability distribution of the risky funds is as follows: Expected Retur Standard Deviation Stock fund (S) 20% 30% Bond fund (B) 12% 15% Suppose you have already find the best feasible portfolio. The portfolio return is 15.61%, and the portfolio standard deviation is 16.54%. b. What is the Sharpe ratio of the best feasible CAL? You require that your portfolio yield an expected return of 14%, and that it be efficient, on the hest feasible CAL. (1) What is the standard deviation of your portfolio? 4. A pension fund manager is considering three mutual funds. The risk 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 yield at 8%. The covariance between Sand B is 45%. The probability distribution of the risky funds is as follows: Expected Retur Standard Deviation Stock fund (S) 20% 30% Bond fund (B) 12% 15% Suppose you have already find the best feasible portfolio. The portfolio return is 15.61%, and the portfolio standard deviation is 16.54%. b. What is the Sharpe ratio of the best feasible CAL? You require that your portfolio yield an expected return of 14%, and that it be efficient, on the hest feasible CAL. (1) What is the standard deviation of your portfolio