Please help! What am I doing wrong? Show work please!

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 8%. The probability distribution of the risky funds is as follows: Stock fund (5) Bond fund (B) Expected Return 20% 12 Standard Deviation 30% 15 The correlation between the fund returns is 0.10. Tabulate the investment opportunity set of the two risky funds. (Round your answers to 2 decimal places.) % Proportion in Stock Fund 0.00 % 20.00 40.00 60.00 80.00 100.00 Answer is complete but not entirely correct. Proportion Expected Standard in Bond Fund Return Deviation 100.00 % 12.00 % 15.00 80.00 13.60 18.00 60.00 15.20 21.00 40.00 16.80 24.00 20.00 18.40 27.00 0.00 20.00 30.00