Please answer number 2 and 3. Thank you for the help.

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 3.0%. The probability distribution of the risky funds is as follows: The correlation between the fund returns is 0.18. Solve numerically for the proportions of each asset and for the expected return and standard deviation of the optimal risky portfolio. A pension fund manager is considering three mutual funds. The first is a stock fund, the second is a longterm government and corporate bond fund, and the third is a T-bill money market fund that yields a sure rate of 5.3%. The probability distributions of the risky funds are: The correlation between the fund returns is .0459. What is the reward-to-volatility ratio of the best feasible CAL