please correct the problem

and also please complete this question

excel will be fine as long as i can see the answers

NELUTHUYOR Consider the following table: Bond Fund Rate of Return Scenario Severe recession Mild recession Normal growth Boom Probability 0.05 0.25 0.40 0.30 Stock Fund Rate of Return -325 -120 a.Calculate the values of mean return and variance for the stock fund. (Do not round intermediate calculations. Round "Mean return" value to 1 decimal place and "Variance" to 2 decimal places.) Answer is complete but not entirely correct. Mean return % 8.8 0.03 Variance b.Calculate the value of the covariance between the stock and bond funds. (Negative value should be indicated by a minus sign. Do not round Intermediate calculations. Round your answer to 2 decimal places.) Answer is complete but not entirely correct. Covariance (0.01) 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 4.6%. The probability distributions of the risky funds are: Expected Return Standard Deviation Steek fund (S) Bord Fund (3) ed 301 The correlation between the fund returns is 0.0800. What is the Sharpe ratio of the best feasible CAL? (Do not round intermediate calculations. Round your answer to 4 decimal places.) Sharpe ratio