Please do in excel and show formulas

3.) 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 6.5%. The probability distributions of the risky funds are: 10 pts. Std Dev Exp Return 18% 33% Stock Fund A Bond Fund B 8.5% 20% The correlation between the fund returns is .15. Exp Return Std Dev Sharpe Ratio Complete the table below. % in Stock Fund | % in Bond Fund 20% 40% 60% Min Var Port. % in Bond Fund % in Stock Fund Exp Return Std Dev Sharpe Ratio