Looking for solutions for Chapter 7: PS9 and PS10 in 'Investments', 10th edition, Bodie Kane Marcus

The portfolio composition is: Ws (equities) = 45.16%, Wb (bonds) = 54.85%. The rest of the requested informatino should be in the jpg describing the problem.

This is probem 9This is problem 10:

The following data apply to Problem: 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 8%. The probability distribution of the risky funds is as follows: Expected Return |Standard Deviation Stock fund (S) | 20% 30% Bond fund (B) 12 15 The correlation between the fund returns is.10 You require that your portfolio yield an expected return of 14%, and that it be efficient, on the best feasible CAL a. What is the standard deviation of your portfolio? b. What is the proportion invested in the T-bill fund and each of the two risky funds