please help with this question

2. 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: Fund Stock fund (S) Bond fund (B) Expected Return 20% 12% Standard Deviation 30% 15% The correlation between the fund returns is 0.10. a) Tabulate the investment opportunity set of the two risky funds: Expected Return Standard Deviation Proportion in Stock Fund 0% 20% 40% 60% 80% 100% Proportion in Bond Fund 100% 80% 60% 40% 20% 0% b) Using the table you computed in part a), what are the investment proportions in the minimum- variance portfolio of the two risky funds? c) What is the expected value and standard deviation of the minimum variance portfolio rate of return