PLEASE DO IT IN EXCEL WITH FORMULA & POST.

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 5.8%. The probability distributions of the risky funds are: Stock fund (8) Bond fund (D) expected Return 194 98 Standard deviation 480 420 The correlation between the fund returns is 0.0762 What is the expected return and standard deviation for the minimum variance portfolio of the two risky funds? (Do not round Intermediate calculations. Round your answers to 2 decimal places.) Expected return Standard deviation % %