PLEASE 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 sure rate of 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.25 . lequired: olve numerically for the proportions of each asset and for the expected return and standard deviation of e optimal risky portfolio. (Do not round intermediate calculations and round your final answers to 2 lecimal places.) 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 5.5%. The probability distributions of the risky funds are: The correlation between the fund returns is 0.25 . lequired: olve numerically for the proportions of each asset and for the expected return and standard deviation of e optimal risky portfolio. (Do not round intermediate calculations and round your final answers to 2 lecimal places.)